Great points. The tough thing about doing it piecemeal is that it's very difficult for states/provinces to adequately fund such a system without significant help from the federal government (our transfer payments to the provinces).It's that age old dilemma of upon finding that a system is bad, do you take the risk of wiping it out and starting from scratch if it'll lead to something potentially better, even if it's a big risk? Or do you just keep an old, inferior system because it's "always been that way" and you think that "it's too late to change". This kind of bind has always been an issue for any kind of system that humans designed which is why we often stick to designs, policies, traditions etc. just because "Oh, well, that's the way it is". "Better the devil you know than the devil you don't" as the old saying goes.
I'd imagine that the States, if they wanted to try it would have to do it experimentally maybe with one state or state-by-state (just like our single-payer system started with Saskatchewan). Apparently, Vermont had tried to experiment with single-payer a few years back but it didn't pan out.
The difficulties you outlined essentially form the main basis of Clinton's criticism of Sanders' approach to healthcare reform.