If it is asked why is one supplicating for guidance to the Straight Path when a Muslim is already regarded to be on the Straight Path? Shaykh-ul-Islâm ibn Taymiyyah says:
…The case mentioned above is similar to what some of them ask concerning His saying: “Guide us to the Straight Path” [Al-Fâtihah 1:6] saying: ‘Allâh has already guided the believer, so what benefit is there in seeking guidance?’ Then some of them reply by saying that the meaning is ‘Keep us firm upon guidance’ as the Arab would say to the one who is asleep, ‘Sleep until I come to you’. Others say that the meaning is, ‘Keep our hearts firm upon the guidance’ and that the request for firmness has been omitted. Yet others from amongst them say that it means, ‘Increase me in guidance.’
This question really occurs due to the absence of their pondering the Straight Path to which the servant seeks guidance to, for the meaning [of this verse] is [seeking guidance to] act according to what Allâh ordered, and leaving what He forbade in all matters.
This is because the person, even if he has believed that Muhammad [sall-Allâhu ‘alayhi wa sallam] is the Messenger of Allâh and that the Qur’ân is the truth in a general way, is commonly in need of knowledge of that which would benefit him and harm him. He is in need of knowledge concerning what he has been commanded to do and forbidden from doing in the finer aspects of his life and in those areas of which he has no knowledge. [Not only this but we find that] that which he does have knowledge of, he does not put the greater part of it into practice! Assuming that all of the commands and prohibitions contained within the Qur’ân and Sunnah have reached him, then the Qur’ân and Sunnah contain laws that are general and universal for which it is not possible to specify to every individual person – therefore the person has been commanded due to the likes of this to ask for guidance to the Straight Path.
Guidance to the Straight Path includes all of the following matters: cognisance of what the Messenger [sall-Allâhu ‘alayhi wa sallam] came with in detail, cognisance of what comes under his general orders and concern for acting according to ones knowledge, for indeed just having knowledge is not a cause for attaining guidance if one does not act according to his knowledge. This is why He said to His Prophet [sall-Allâhu ‘alayhi wa sallam] after the treaty of Hudaybiyah:
“Indeed We have given you a manifest victory. That Allâh may forgive you your sins of the past and the future, complete His favour upon you, and guide you on a Straight Path.” [Al-Fath 48:1-2]
And He said with respect to Mûsâ and Harûn:
“And We gave them the clear Scripture, and guided them to the Right Path.” [As-Sâfât 37:117-119]
The Muslims have differed as to what Allâh willed from the textual matters – matters of knowledge, belief and action whiles all of them are agreed that Muhammad [sall-Allâhu ‘alayhi wa sallam] is the truth and the Qur’ân is the truth. If all of them were to have attained guidance to the Straight Path in totality, they would have never have differed. Furthermore the majority of those who know what Allâh has ordered disobey Him and do not follow His Way. If they were guided to the Straight Path in these matters then they certainly would have performed what they had been commanded to do, and left what they had been forbidden from. As for those whom Allâh guided from amongst this nation until they became from the God-Fearing Friends of Allâh, the greatest reason for this was their supplicating to Allâh with this supplication [guide us to the Straight Path] in ever prayer along with the knowledge of their continuous need of Allâh that He guide them on the Straight Path. So due to their continually saying this supplication and their acknowledging their continuous need of Him they became God-Fearing Friends of Allâh. Sahl bin ‘Abdullâh at-Tustari said, ‘There is not a route between a servant and Allâh closer to Him than need.’
The one who has attained guidance in the past is in need of guidance in the future, this is the real meaning behind the saying of those who say that it means: ‘Establish us and guide us to being firm upon the Straight Path.’ The opinion of those who say that it means: ‘Increase us in guidance’ includes what has preceded. But all that has been stated refers to His guidance to the Straight Path that is to be granted in the future, for indeed action in the future is upon knowledge that is not yet attained. And the person is not considered to be on who is guided until he acts according to his knowledge in the future, but it is possible that this knowledge may not be there in the future, rather it could be removed from the heart, and if it still be there it is also possible that it not be acted upon. Therefore all of mankind is in dire need of this supplication, this is why Allâh made it obligatory upon them in ever prayer and they are not in need of any supplication as they are of this one. When guidance is obtained to the Straight Path then help, provision and all of the happiness that the soul seeks are obtained [from Allâh]. Allâh knows best. 
Allâh commands His servants to supplicate:
“Our Lord! Let not our hearts deviate after You have guided us and grant us mercy from Yourself. Indeed You are the Bestower.” [Âli ‘Imrân 3:8]
By Abû Rumaysah
The Spiritual Cure: An Explanation of Surah al-Fâtihah [A Summary of Numerous Classical Commentaries on the Qur’aan], Pgs. 152-155
 Ibn Taymiyyah, ‘Diseases of the Heart and their Cures’ Eng. Trans., Pgs. 44-47. The original text is to be found in his Majmû al-Fatâwâ, Vol. 10, Pgs. 91-138.
Refer also to Ibn ‘Atiyyah, Vol. 1, Pgs 74-75; Al-Baghawî, Vol.1, P. 54; Ibn Kathîr, Vol.1, P. 52; Al-Alusi, Vol.1, P. 126