Because our government doesn't have a great track record for using tax money efficiently or to the people's best interest.

The problem is when you pose the question to Americans, you are essentially asking " Hey do you want your health insurance managed by the same people who manage all those other shitty public services?" Just because some small wealthy European countries were able to implement their system well, it doesn't mean that it is guaranteed to work in the US. It might still be attractive to somebody that's on government insurance (yes the US has a government insurance option. It sucks.) or that has no insurance, but for the majority of people that have decent insurance through private carriers, they are rightly hesitant to potentially lose their decent coverage for something that will likely be worse while paying a very similar premium through raised taxes.