That's a bit misleading, though. Notice how many more Democrats in Massachusetts voted than Republicans. That's because there are a lot more Democrats in Massachusetts. That the early primaries have largely happened in mostly red states is certainly part of the reason that more Republicans have come out.
But it's also the case that turnout is down for the Democrats since their last contested nomination (2008) and it's up for the Republicans (2012). Across the board.
Earlier this week, we considered whether or not this mattered, concluding that we didn't have enough information to make a determination. There have only been three times both parties have had open primary contests since 1968, and the party with an obvious nominee saw lower turnout two of those three times: George H. W. Bush in 1988 and Al Gore in 2000. Both Bush and Gore won a larger percentage of the vote that November.
The Democrats trail in turnout, yes. But at this point, one would imagine that the Republican Party would gladly trade lower turnout for a much less chaotic nomination.