There are all sorts of structural limits on providers entering the marketplace. Not just doctors, but hospitals and the like. In many states, opening up many types of medical facilities requires a certificate of need from the state regulator (exactly what sorts of facilities vary by state and some states don't require them).

Another factor is that many people don't shop for their insurance, they take whatever their employer offers (and if they have much leverage, they demand that their employer offer something with broad coverage and minimal copays and deductibles).