As you say the 2 very long strans of denatured genomic dna should recombine. It is a matter of chemical kinetics. The rate of recombination/annealing of 2 strands depends not only on the temperature but also on the molar concentrations of the 2 annealing species. The molar concentration of the primers are hugely higher than the template dna and also the pcr product when it is formed so annealing by primers is the favoured mechanism. Also the polymerase extends at up to 1000 bases a second so even in the early pcr cycles primer will anneal and the taq will extend before much of the template has re-annealed