Limbaugh was playing comments from the President. Those weren’t the words of Rush. Insurance companies don’t want to sell across state lines. They like their individual state monopolies.
Insurance companies like to make money. They can't make money in states where they don't have a network of providers established. They aren't going to go to the time and expense of establishing that network for one or two customers. Therefore they won't be interested in selling policies across state lines.
As the experiences of the five states that allow it shows.