Not necessarily. You may purchase the plans after arrival in the USA, but keep in mind that some plans have to be purchased within a certain period of time upon arrival to the USA.
Additionally, it is good to know that you can purchase plans to cover the dates that you are in-transit to cover for any sicknesses, accidents, or emegency evacuations while you are flying or on layover.
Insurance rates are regulated by law. You can't find the same insurance plan for a lower price anywhere else