Yeah my thinking is staying on payroll is better. I wanted COBRA too - I heard some places just 'reimburse' you.. All I want is to have my healthcare premiums paid. Did you ever get that?
The problem is that most people think, hey I'm a hard worker and I'll never get laid off, so they don't prepare in advance contractually. Otherwise you take a big risk that you can just drop into another job.. That risk changes as you get older and with the market. People harp on unions all the time but this is something they do for its members.