Small states. And there _are_ problems with them, painting them all as perfect doesn't help anyone.
Not to mention that the US pays for much of the defense costs for NATO (on purpose with good reason) which further distorts what one country could actually afford and why you couldn't just force a different model on the US and expect success.
There have been many efforts to build state single-payer systems and they've all failed. Vermont got closest but couldn't find the money.
It's a big shift to the economy. Taking what's now a benefit for a huge chunk of workers and turning it into a tax of both businesses and individuals. It's not an easy thing to do, you have to adjust people's compensations to make up for it and lots of people will be unhappy with the change.