What's wrong with changing your beliefs? Absolutely nothing. But there is something wrong with believing you can change 'the truth'. If something is true it will never change. If you have the truth today, changing it would mean your new beliefs are 'false'.
That's why no one changes their beliefs when they have 'the truth'. When someone is God's channel of communication everything they say is 'the truth'. Deut 18:18-22
Sadly though we know that no one is God's channel of communication. If such an organization existed, everything they say would be from God. They would have 'the truth' and their beliefs would never change.
Of course if the organization didn't believe to be God's channel of communication, no one would really care if they changed some beliefs once in a while. Human religions make mistakes all the time. No one is perfect. No one can find fault with a religion that wants to change for the better. However an organization that believes God speaks 'truth' to them and everyone else is dominated by Satan, is going to be held to higher standards. Watchtower May 1, 2009, article: About “the End”
When a religion believes they are chosen by God out of all the other religions in the world to dispense his message, they'd better not make any mistakes in doctrine. If they do, they're going to attract a lot of criticism. They will be called a false prophet. The Bible talks about the consequences of speaking on Jehovah's behalf without his authorization. Duet 18:18-,22