Canadian here, we don't do that either. Primaries is one of the many additional structural barriers to representive voting being adopted in the US and a step away from having more than two parties in their system. It also increases the campaign costs for candidates and exacerbates the issues with first past the post voting meaning running people becomes an exclusive exercise for the wealthy or people with wealthy patrons who make handshake agreements.
As I understand it, Instead of having parties internally figure out who they are running on the docket as party head like sane people they open it up to basically a second first past the post election of internal candidates. You register as a member of those parties when you register to vote to participate (or not) in the election before the actual election. Personally to one outside that system that just seems like an additional bundle of problems to deal with by doubling down an already outdated voting system that creates further issues of populism but some Americans are very fond of archaic systems. You know something something founders of our nation blah blah can't change anything our fathers who art in 6ft of dirt didn't personally come up with blah.
Forgive my glibness. Being a neighbour is hard sometimes.