One reason that premiums are so high is that in most cases health insurance is a for-profit enterprise. If your investments include insurance companies, you are profiting from the fact that they impose these higher rates on people.
Another reason for the high rates is the sheer amount of bureaucracy generated by having hundreds of insurance companies (rather than, for instance, a single-payer system like the UK). The American public, specifically the voters, have decided that the system we have now, including its higher rates, is preferable to changing to a single-payer system. So your dollars are going to support that decision too.