I don't know why. It's just so. Let's be clear. A native speaker would not have any trouble at all understanding "I arrived to Prague." But to a native ear it is also simply wrong. It's not a question of style, it's actually wrong. It gets worse. In US English--I think British English is the same: "I got to Prague at 7:15" is right. "I got in Prague at 7:15 is wrong. "The train pulled into Prague at 7:15" is right. "The train pulled to Prague at 7:15" is wrong. "The train pulled at Prague at 7:15" is wrong. "I arrived at the hotel at 7:15" is right. "I arrived in the hotel at 7:15" is wrong. "I arrived to the hotel at 7:15" is wrong. "I checked into the hotel at 7:15" is right. I don't know how anybody learns English!

Thank you for your question. This link might help you: http://dictionary.cambridge.org/grammar/british-grammar/common-verbs/arrive (This is a good question for another reason: What is the English language?) English is a collection of words and grammar and usage accepted by educated-native-English-speakers. You could in fact say it the way you wish, but that would not be standard English. What you would be doing is creating, in essence, your own dialect of English. And the problem with that would be: 1) either you'd speak a sub-standard patois of English, that no one wants to hear; or, 2) you might not be understood at all, depending on how crazy, Out of Whack, as we say, your usage is.

After 'arrive' we should use either 'in' or 'at' depending on the place we want to mention. Generally, we use 'arrive in' for large scale like cities and countries (arrive in Sydney, arrive in China), while we use 'arrive at' for a certain place/building (arrive at the hotel, arrive at the bank, arrive at the cafe).

because we shold use "the prague " in this sentence

'We arrived in Prague at 7.15' is correct'. 'to arrive to' is not a standard verb expression but it could be used in some very different contexts to this context. I hope that helps!