Yes, it is true that there is a tax benefit to employers purchasing healthcare insurance, which is tax deductible, and providing it as a benefit in kind.
However, it does not follow at all from that the insurers should benefit: their costs are not affected and in a competitive market, they would price at marginal cost.
Yes, it is true that people in employer plans could be perceived as being a better risk than those who are do not have them.
They would still be better risks (and 'deserving' of a lower premium) however they obtained their health insurance.
So, as I said before, there must be something else going on.
Similar arguments apply to your claim that employers are less price sensitive than consumers - that really is implausible, given their buying power and incentives to maximise profits.