This did not happen in all cases.  In fact, I worked my local caucus in the evening (for Clinton), and was voted secretary for my precinct.

As people signed in, they needed to show proof that they had voted in the election (a requirement for participating in the caucus).  If they did not have proof, we made a mark next to their name.

After everyone signed in, we went through the voter sign in sheets to check if people who said they voted, in fact had signed the voter rolls.  A few people had not signed the rolls, and there was no mark next to their name showing an early vote.

It was then that we learned that people who voted early never got marked off on the election day voting rolls.

(Side note - For the caucus, we ended up looking on early voting list for each person we could not find on the election day sign-in sheet, and in each case we found their names on the early voting list but no mark in the election day roll that they had early voted.)

SO..... To sum it all up, if someone voted early, there's a good chance the record of this fact never got noticed by a local precinct judge, so on election day the person could go and sign in at their precinct and cast a second vote.