I honestly don't know why either political party doesn't move to national primary.
Even if they wanted to do a national primary, how would they make it happen? Iowa and NH (and some other states too) would just move their primaries up before the national primary. 2008 and 2012 showed that the national parties' ability to control the calendar is limited. You would need to have federal legislation to make it happen, so that a court can order that the primaries happen on such-and-such a date:http://uselectionatlas.org/FORUM/index.php?topic=142626.0