It's not just the caucus primaries. It is the "normal" primaries that let you vote in the primary of your choice on election day. Most states require you to choose your party ahead of time and that's the primary you get to vote in. You can't change your mind at the last minute. In Connecticut, voting in a primary is more controlled than voting in the general election. You have to sign on with your party of choice 3 months before the election and you only get to vote in ONE primary. You can't vote in both. Whereas, for the general election, you can show up at the polling site and vote without an ID even. It's just that your vote becomes conditional so it isn't counted unless the vote is tied with the regular ballots.