I am probably not the best example (since I'm still on the waitlist), but my goals essay mentioned a specific industry (and two example companies) in a specific region, and I don't think it hurt me.
IMO, a specific goal is not really an issue if you can convince the adcom that it is feasible -- and it may even help you if it shows you are enthusiastic and knowledgeable about it. For example, you could mention how INSEAD in particular will prepare you for a job in the American industry (over universities in the US). Also, will most insurance companies in the US recognize/know the school?
Given INSEAD's international focus and the frequent debates about the need for health-care reform in the United States, you could take the angle that having international experience from the school will allow you to better understand and study the health insurance systems in other countries (and potential upsides), which you could then use to help bring about innovation in the US healthcare industry.
There are still private health insurance companies in many countries (even those with single-payer and other types of systems) as well, so you can always take that route, too. They tend to be part of larger general insurance companies, so they may even have MBA management programs.