They can't run primaries any old time they want to. Primaries involve the state itself getting involved, which I always thought was a bit weird.
But caucuses or other form of delegate selections can be done without state involvement.
What we have now is a pretty awful system, though. Four weeks after a small midwestern state votes, the nomination will be nearly locked up due to Super Tuesday, but the election itself will still be eight months away, and even the conventions will be four months away.
Of course, Super Tuesday isn't the complete be all and end all, but if you look in recent years at the candidate who won the most delegates on Super Tuesday, they almost always went on to win the nomination. That night's big winner has such a lead that it's hard for anyone to catch up.
As an example, last time around, Trump was the big winner, but with less than a plurality of the voters. Meanwhile, he was almost no one's second choice, but because he maintained that plurality, no one could stop him.