How can you say that? When an arbitrary law creates artificial markets and restricts the choices of consumers, you really think that prices aren't affected?
Because health insurance is not about scarcity or moving goods across state lines. Setting up insurance is much more complex than that and I think that is why people get caught up in thinking that allowing insurance to be sold across state lines will help.
When an insurance company sets up in another state, they have create a network of doctors, hospitals and medical providers. The doctor network does not just pop up over night.