Most countries are happy with one election day, but in the US they have endless elections just to find out who's going to contest the election.

It's the price we pay for living under a federal system. Certain powers are reserved for the individual states, not Washington DC, and running elections is one of them. The only elections that must be held on a certain date are the general elections in which members of Congress and the President/Vice President are chosen. When all other elections, primaries included, are held is up to the individual states.