Because it is a party's nominee. They should best prescribe how to pick their own nominees shouldn't they?
I mean, personally I like the way NC does it. Unaffiliated get to choose their primary ballot. That is my personal preference.
Some states do a "top two" primary for state elections where all candidates are on the ballot and top two vote getters then are sent to general election regardless of party. That might be more to your liking but they can't really do that for presidential primary.
There are several States that have primary rules I don't like, but all I am saying is that Democratic party is much more likely to be inclusive in their primaries than Republicans when decision is left to the parties and not state law. And where it is determined by state law it applies to both parties so neither are gaining or losing an advantage by those laws. That is my main point