Same with disability, examine the individual coming in to make sure they don't already have a disability that's being covered, but after that why would the individual odds be any different than accepting a whole group? If you do an actual exam, they might actually be better.
There are non-employer group plans for certain types of insurance e.g. through something like the IEEE but generally not for healthcare AFAIK.
With respect to disability--leaving aside that an exam won't find all pre-existing conditions such as joint problems--there's still adverse selection. The people who would even apply for disability insurance are a higher risk pool (probably older for one thing) than the working population as a whole or all employees working at a large company.
Outside of health care specifically, this is also why disability plans tend to be relatively inexpensive for large companies to offer but are pretty pricey--when you can even get them--for individuals.