Why altering open loop gain is necessary in amplifier's frequency compensation..?
why they tell to roll off the open loop gain


Saying it this way is just a convenience but the practicality is that there will be negative feedback applied that both shapes the amplifier gain to what you want AND corrects for instability.

First of all, familiarize yourself with the important features of the open-loop gain. This is for an OPA192: -



This op-amp is pretty stable when you connect negative feedback and you can see that in the open-loop response because, for instability to occur, the phase angle would have be passing through 0 degrees when the gain was at some positive dB value. Clearly the OPA192 is going to be stable when resistive negative feedback elements are used.

Now let's consider the OPA338 op-amp. The graph below shows the OPA338 (unity gain unstable) and the OPA337 (unity gain stable): -




  My question is that why they tell to roll off the open loop gain


If your basic amplifier is unstable, the open-loop gain can be "tweaked" using a combination of both attenuation and feedback components to make an unstable amplifier stable at the gain you require when you eventually apply the required negative feedback. 

However, the bottom line is that you might apply feedback components to correct the open-loop response that are barely indistinguishable from the components you apply to give you the desired gain. 

It's a little "pretty" and "theoretical" to say you should "roll-off the open loop gain" but it's a useful way look at things. practicality means that the feedback you need for the desired performance merges with other components to prevent instability.