The Primaries are political events where the Parties come up with a nominee, and who goes first is important to the parties nationally, but may conflict with what the State party leaders had in mind.
Note that the States who are not toeing the line here are facing sanctions from the Political Parties, not law enforcement. There is nothing illegal about changing the date of a State primary or caucus, but there are consequences for defying the National party leadership.
It’s complicated....
Ok...I get that...but it leads to the next question. Why is it important to the National Party?