The thing is that this is not a primary, it is an internal process of an european party.

Because we are in general not restricted to choose between two parties, choosing the candidates is seen as a legitimate internal process. If the parties choose the wrong candidates you can simply vote for another party.

In the french presidential election round one of the elections is more like your primaries as it is (generally, though I assume that you win it all if you get more then 50% in round one) there the two main competitors are elected. Of course, this has it drawbacks too (need I mention Le Pen?).

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