Intentionally impenetrable?

My feeling is that the US presidential process must be intentionally impenetrable.  Otherwise why would it continue to be so complicated?  We  know that there are much more straightforward ways for parties to choose candidates.

Anyway, what I really find baffling about the presidential primary process is that it consistently favours the voters of certain states.  For instance, if you happen to live in New Hampshire or Iowa you always have a chance to have your vote/caucus participation counted.  Voters in other states will almost always find themselves voting, if they even choose to vote, in a primary process that is functionally meaningless.

I guess I'm curious why the parties and the voters in these states are seemingly Ok with this repeated disenfranchisement?  Do parties not care that many of their supporters may never be able to vote in a meaningful primary because of their state of residence?

Also, don't the media entities in those states want to get in on all of that primary based advertising money that their counterparts in early primary states are pulling in?

The whole thing is definitely kind of weird.