They do.
https://www.theatlantic.com/business/archive/2017/09/sweden-...
Of course healthcare isn't the only factor, but it's a huge boon for anyone considering starting a business.
The reality is that health extortion - let's not call it health insurance - in the US has a massively depressive effect on small business opportunity.
Generally opportunity increases as cost of entry decreases. It's easy to start a spare-time online micro-business in the US, but it's incredibly hard, dangerous, and expensive to start a full-time company now - unless you're already independently wealthy, or can do the investor dance with sufficient credibility.
The combination of high costs and investor demand for the next unicorn means there are far fewer unspectacular but profitable small businesses in the US than there might be.