Employers offer group plans which tend to be much cheaper and offer substantially better benefits than individual plans. The larger the company, the better the arrangement tends to be.
COBRA is designed to fill in that coverage gap when you leave, but as others have noted in this thread, it is not always economical.
In a rapid-churn economy like tech, where people often strike out on their own and companies cease to exist etc., the few $K a year it takes to maintain your own individual plan is something everyone should consider. As you age, starting a new private plan becomes frighteningly expensive, and if ACA doesn't stick, it may become impossible again for many people.
Couldn't find any good data but here's a post representative of the top few google hits for COBRA vs. private:
http://www.mymoneyblog.com/unemployed-cobra-vs-individual-he...
Is it possible you've had individual coverage in a state where such coverage is guaranteed-issue? That would account for a lack of distinction between group and individual rates.