Most of the gurus eschew long-duration cardio exercise in favor of interval-like training, presumably to simulate chasing after prey (or being chased after by predators). That's a little strange to me, since it's fairly well established now that humans have evolved lungs and hearts that are remarkably good systems for endurance, but we didn't end up with a structure that's all that good for speed. On the other hand, i do believe in the benefits of interval training. When i was running, i found intervals to be the best way to get faster. There seems to be a lot of similarity between the paleo/primal approach and the functional fitness movement. Not much equipment, simplicity of exercises, more focus on full motion and less isolation. Strength training is mixed with endurance training and flexibility, and they avoid strict schedules and prescribed exercises. I think that's probably a great approach for general, base fitness; but i also suspect that it's insufficient for any specific sport.
Another aspect of the paleo approach is a tendency toward more protein and less carbs (that is to say, meat). At least one program i found completely eliminates grains, and discourages legumes (beans and stuff). That might explain why they don't care for endurance sports. I honestly don't know if cavemen really had meat-rich diets; or if that's a bias formed from things like the Lascaux cave paintings and the Flintstones. I suspect cavemen ate whatever did not kill them and they could digest. Again, i think this dietary approach works backwards from an idea of fitness that prefers to build muscle, get lean, and not do too much endurance exercise. I think it would probably be disastrous for Michael Phelps or the average Kenyan marathoner. Plus, to be honest, i'd rather have spaghetti than six-pack abs.