I've looked at health insurance offerings on-line, but I've never purchased them.
The problem I see, is that many of the policies are hard to understand what it is that you get. It's hard to compare them. Some of them appeared to be worthless policies, that excluded everything that could possibly happen to you. And it's also hard to compare them.
I think that there is a need for state departments of insurance to review policies. I also think that the state should force policies into certain molds so that they can be compared. Certain things should not be allowed to be excluded, etc.
How you do balance simplifying insurance without preventing innovation or stifling competition is hard to answer. It's further complicated by the fact that state deparment of insurance executives are dependent on the insurance industry for their next job. Thus giving the insurance companies excessive pull.
However, None of that prevents buying on-line.
Try it sometime.
How about a "Consumer Reports" for health insurance? It sounds like there's an obvious market for that analysis.