They aren't really, which is why recent presidential primary debates have needed comically large stages, or even had to split the field of hopefuls in half and go over two days.
As a lot of other answers have mentioned, there are filing fees and requirements in all 50 states. For someone running for funzies I suppose that could add up to a lot of money and work, but for a serious national candidate these are nominal hurdles.
However, the real gate the last couple of cycles has been the party-sponsored televised primary debates.
To keep the debates manageable the entities running them (the associated party's national committees) have had to institute gating mechanisms lately. This usually boils down to having enough donors to plausibly compete in upcoming primaries, and meeting some polling threshold.
For the 2020 Democratic primary debates, to get in the first debate a candidate had to poll at 1% or better nationally in at least 3 polls, or have at least 65,000 donors across 20 states. These thresholds were moved higher as the debates went on (after the first caucus), to avoid wasting everyone's time with unviable candidates. Of course candidates who just barely didn't make the cut complained bitterly about this.
Similarly, back in 2015/16 the Republican primary debates started with 17 cadidates, split into a main 10, and a 7 person "kid's table" debate. The 10 were apparently picked for being the 10 highest polling, and the 7 based on some typically murky critera. As the primary campaign wore on, the critera were progressively tightened until at the end there were only 3 invitees.