Also, while you are correct that Blue Cross, Aetna, etc can have presences in many of the states, I don't believe businesses are able to pool across state lines. This is one of the suggestions made by the NFIB as noted here:
Another suggestion by the NFIB is to allow small businesses and inviduals to 'pool risks and purchase insurance across state lines.' Presently, large businesses, labor unions, and governments generally 'self-insure.' This allows them to pool their risks across state lines, thus developing 'larger, more stable risk pools, thereby lowering costs and reducing uncertainty.'
http://www.thenewamerican.com/usnews/health-care/item/22460-nfib-offers-alternatives-to-obamacare
I think a mistake people make is that they look at this strictly from the consumer standpoint, and buying across state lines sounds attractive. But suppose you could buy across state lines and nobody came? If an insurance company does business in other states but not in mine then why would they sell to me? Their premium is based on what the insurance conditions are like in the states they are in, but not mine. They can set their premiums with an expectation of making a profit because they know the risks in their market and, more importantly, they can forecast their costs because they have established their network of providers and negotiated prices for the services they will expect to pay out on. I’m a completely unknown risk for them and they have no network in Missouri so if I make a claim then my medical provider will charge them literally whatever they want for the services. So the prices they charge for their premiums in their current states go out the window and they would have to figure a whole new pricing structure for this sole policy holder in KC. Given all that why would they want to go through the time and expense to do that? Why wouldn’t they just say, “Thanks but no thanks” to my business?