They don't. The Minnesota primary awarded zero delegates and the people knew this, but rather than cancel the election to save money they decided to just let it happen and not waste time voting. They're going to properly caucus in March. Something about the RNC not liking certain states moving their primaries up and threatening to void their delegates if they went through with it. I can't find the story that pieced it all together, but it's out there if you google it.
Edit: Whoops, now that I look at it, it was the Missouri primary that didn't matter one bit.
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