What we call health "insurance" is really just access to health care with expenses adequately covered, with only the portion of that covering unexpected or unlikely risks properly falling under the heading of insurance.
Additionally, even the true insurance piece is one of the only kinds of insurance where it's a societal imperative (in most people's opinions) for everyone to get the insured benefits they need, regardless of ability to pay. Even car insurance isn't required for people who rely on mass transit.
Health insurance policymaking needs to differ from most other kinds of insurance policymaking for these reasons.
That's not what markets are meant for or good at, especially not the deregulated free market that is often meant by questions like yours. As for a tightly regulated market with lots of requirements about coverage and price, some states already have that, and it's exactly those tightly regulated markets which the "let insurance sell across state lines" proposals want to disrupt.