Because it's like forcing you into a pool that includes bad drivers. No more discount for a good record.
So...first of all, a lot of health problems are genetic, which means patients have no control over them. So you want to
punish people for their genetics. Second of all, what happens if you are no longer healthy? Then you move from the pool of healthy people to the pool of sick people, but you're still fragmenting pools, you realize? Which means you're not reducing costs. If the principle of insurance is that you pool your money with everyone else in order to mitigate risk, doesn't it make sense to have everyone in the same pool, that way everyone's risk is the same? You may be healthy now, but you don't know if you will be tomorrow, or a year from now, or 10 years from now.
So why do you want to punish people for things that are out of their control? I think it's because you're an asshole, and you want to prove to everyone that you're a rugged individualist when you're not by over-compensating. It's a lot like how my cat behaves; he thinks that he's independent, yet he is wholly dependent on me for survival.