There's some debate over just how much agency voters have in primary elections. There's a fair amount of evidence that voters largely follow campaign spending and lawn signs in down-ballot primaries, since there's often not a ton of easily-accessible information available in those contests.
Whether voters are making informed decisions in primaries or not, it turns out they're not even getting to weigh in all that often. Below is a chart showing the number of state legislative primaries in Colorado by party since 2000. Keep in mind that there are typically between 81 and 84 state legislative seats up for grabs in a given election year (all 65 seats in the state house plus roughly half of the state's 35 senate seats).
The biggest year for primaries was 2000, when Republicans held primaries in 14 out of 84 legislative districts. In 2004, the Republicans and Democrats only held primaries in 4 and 5 districts, respectively. It's true that incumbents are usually unopposed in primaries, but even that doesn't explain the huge number of uncontested party nominations.
As the current U.S. Senate and gubernatorial contests are showing, the parties have grown quite skilled at forestalling primary contests.