But what if it had everyone in the USA in the plan? It seems this, bigger, lumpier pool could aggregate the costs and reduce burden for everyone.

Yes. This is the nature of many of the “Medicare for all” plans that are winding their way through Congress.

Seems like the only answer would be one risk pool then.

Yes. That is one way to think about the invisible high risk pools and reinsurance plans that some states have now for their ACA plans. Essentially they cap the per-individual risk in each pool and transfer the excess to the state as a whole. Several national plans like that have been proposed in Congress over the years but have failed mostly for partisan reasons.