Presidential candidates do. Why? Because they go first? Why do they get to go first in the process for selecting nominees? Because they do and have done so. Last time states tried to jump in line, IA and NH sought to penalize the candidates that had the temerity to challenge the Iowan/New Hampshirian entitlement.
So, check out this post by 'lil Steve which builds on some other stuff to show how wonderfully anti-democratic and distorting this process is. And that the alternatives are not so great but certainly better.
I have always been annoyed by the increased power of two largely unrepresentative states. Probably not going to change soon, but not a bad time to vent a spleen or two.