There's a reason: at least semi-centralized approach to healthcare solves many problems that even dirt cheap private insurance doesn't solve. Most important, the problem of layoffs. Let's argue for state's rights and say every state can run their own state insurance in order to keep the federal government out of it. The government run systems of other countries are handling this better than America. At the very least we should ask why.
Presently healthcare is an employee benefit. Back in the golden years when you got black lung as payment for being a good wage slave employers saught to keep employees tied down through benefits plans. These included stabilizing retirement via 401ks (something you COULD do yourself but you need an employer to do the pretax deduction), healthcare, and life insurance. Obviously many would-be entrepreneurs and small business owners chose the safety and security of an employer run plan instead of risking it on their own. Pre-Obama you really didn't have a choice if you had any form of even mild chronic illness (think mild asthma or if you're older, hypertension). The employer-employee contract stifles small business.
By removing the employer-employee contract requirement associated with healthcare you achieve far better rates of cure. By using some tax dollars at the state level (of which many of us pay for very little reason) we can get healthcare to everyone, reduce the burden on the medical system (hospitals end up writing off something like 60% of all uninsured medical debt), and improve the health of our society and the most vulnerable (elderly and chronically ill who cannot otherwise be insured reasonably). The problem of "the ERs are overcrowded" can be solved via policy. Right now ERs are crowded and allegedly we have the best health insurance on the planet! I have many friends in the medical field that complain ad nauseum about all of the uninsured and underinsured showing up to the ER for the sniffles since they have no primary provider. How, pray tell, does this change if we moved to a more centralized system? Perhaps more quick care clinics can open and people will use those instead! Some work in this respect has been done with the Walgreens and Walmart quick care type systems that are cheap and easy. But again, these are still unavailable to the would-be pensioner or fixed income person.
The antiquated view of healthcare as an employee benefit must stop. We don't live in Ford's America anymore. It's not simply enough to pay your employees a mediocre wage and give them fringe benefits. The system cannot support the load it is currently under. We are the sickest society, the most at risk for chronic illness, and yet we continue to vote for politicians that support a system that only seeks to line the pocket books of insurance brokers who, acting rationally, stack their deck with only the most healthy. This is a form of catastrophic-only insurance. Catastrophic insurance does not lend itself well to solving the issue of chronic illness that plagues America or responding to novel breakouts of potentially deadly disease.