A few things.

-The US has had a lot of success by letting businesses run pretty free. This has produced some of the largest and most powerful companies on the planet.

-The conservative party traditionally has been suspicious of a powerful, centralized government

-In the US, there is a common thread of "government workers are impossible to fire" as well as a common thread of "government moves at a snail's pace".

In light of just that, there are many people who would prefer that healthcare is run by a private industry, as private insurers are enormous companies in the US. Everyone knows Blue Cross Blue Shield, Aetna, or Kaiser Permanente. Many people give a benefit of the doubt that companies are doing things efficiently. Additionally, health insurance companies in the US have a requirement to spend a certain % of their revenue each year on medical care, and will sometimes send out small refunds when they simply cannot suppress costs in certain other regions of the company enough to keep their spending at the right rates.

Beyond this, states may provide additional benefits, and many do (some with the help of federal funding, even). You may find someone in one state where they are suffering greatly, while someone in an identical economic situation in another state is not suffering at all. It's easy to convince the first man to vote for a better healthcare situation. It's hard to convince the latter.

I could go on for ages, but this is getting long. There are like a billion reasons.