Apparently Kentucky switched from a primary to a caucus this year. Why the hell would anyone do that?
Long story short, Paul absolutely screamed when he realized that Kentucky's laws prevented from appearing on both the president and senate primary ballots, so he bribed the Kentucky GOP to let him dart around the law by holding a caucus (which has no official ballot) instead of using the State-Run primary. Yeah, Paul wouldn't have been able to run for both offices in the general, but he wanted to delay choosing which one to stop running for as long as possible, assuming he was at least competitive late into the primary season. Of course, the issue is moot now with Paul out of the race, but the Paul-sponsored caucus remains.
The Dems will still take a slot in the May Kentucky State-Run Primary, which also selects nominees for downballot offices on both sides.