The Democratic primaries were held as always. Biden won, as the sitting president (almost?) always does because there are no serious challengers. Maybe there should have been a stronger effort to challenge him but it would have probably accomplished nothing but disruption. After he dropped out there wasn't time to hold new primaries.
But yeah, that's why I said people have a lot more power further down the ballot, the more local the closer it is to the people and the more democratic. On a national level your voice is one among millions and as you say, the earlier primary states have the most power. and unfortunately yes, that voting strategy usually takes many election cycles of concerted effort by a movement to start working. On the R side, you could say it started back in the 80's with the "moral majority" movement. One thing they did that was really effective was focusing their efforts on the State level and getting control of state legislatures.
A couple of things that make this harder for D's is that it is a big tent party with diverse positions that can make it like herding cats, whereas with R's their positions have been much more consistent (until the first trump candidacy and presidency, and now they're consistent again, all having fallen into line under him). The other thing is that R's and conservatives are spread out everywhere in the rural areas, while D's and liberals are concentrated in the cities as a minority of the population in the many red states and an oversized majority in the few blue states. That also works to the R's advantage in controlling more state legislatures. It's a tough situation.