Because companies like Premera, Humana, Blue Cross, Cigna, and the like are willing to go to the expense of establishing networks of providers. If an insurance company chooses not to then there is no way they would want to sell a policy in a state without one.
You miss the point...these companies already have such networks set up, plus the need for the extra local bureaucratic infrastructure to manage multiple in-state systems. Going interstate will probably be cheaper than their existing structure.