This matches my recent experience. I researched plans on Washington state's health marketplace and found that while the available plans were generally much cheaper than COBRA, their coverage for out-of-network or out-of-state care was limited (e.g. "emergency" care only, where the definition of emergency is vague and up to the insurer). And even if you are careful to get taken to an "in-network" hospital, there are plenty of horror stories about inadvertently getting treated by an "out-of-network" provider while inside and being on the hook for the entire bill.

I couldn't find a marketplace plan that didn't give me real doubts about the possible financial impact of traveling to other states(!) so I decided to suck it up and pay for COBRA for peace of mind. Of course, COBRA will run out after 18 months, but I plan to get another corporate job before then.

TL:DR if you have (or recently left) a fancy corporate job here, you have access to a group plan with nice coverage. If you have to buy an individual plan, it seems you cannot get the same level of coverage even if you're willing to pay for it, and the available coverage leaves you with the risk of huge medical bills if you suddenly need healthcare while simply traveling within the country.