Why would you need COBRA? You can go to healthcare.gov and buy health insurance that is probably as good or better than what most employers offer. And you wouldn’t have to pay for months you didn’t need healthcare.
Exchange health insurance is still pretty unaffordable if you're unemployed or underemployed, and it's much less likely than employer health insurance to cover medical conditions that aren't required by law to be covered (e.g. gender dysphoria).
I purchase health insurance for my businesses, and it all seems the same to me, cost and coverage wise. I guess it might be a little cheaper if the company has a very young workforce.
Our system is messed up.