Because primary voting rules are made by the states. California voters recently approved identical "crossover" voting through a ballot initiative. These rule changes have been a long-standing goal of the "bottom-up" strategy of Soros's Shadow Party. They give Democrats a huge advantage at the state level.
Because Democrats, being the pests they are, love voting in our primaries. While we have little interest in voting in theirs. 20-30 years ago everyone voted in their own primaries and respected that.