Money. Simple as that. If you don't win the early primaries, donations dry up and it becomes unsustainable to win other primaries, and at a certain point the leading candidates just crush you.

The early primaries SHOULDN'T matter as much. But deserve ain't got nothin to do with it. And because they do matter, those states get to set the table for the election platforms for candidates. Not that that really matters for the GOP, because they don't care if someone completely shifts perspective on issues as the election progresses.