In the U.S., most people get their health insurance through their employers because... well, because the government wants it that way.
During World War II, American industry needed workers to meet the industrial needs caused by a gigantic war. That demand for workers resulted in enormous wage inflation and the government decided to stop that by putting compensation caps into place. Remember that next time somebody tells you that the government can't interfere with the markets by, say, regulating drug prices. When it came to wages for ordinary people, the government interfered in the markets without much regret.