Privileged, but not secure
1) I could lose it. If I lost my job, I would need to either give up my insurance or continue it at ruinous cost out of my own pocket until I found another job. Under a system of genuine socialized medicine (such as Medicare or the systems found in every other developed nation on Earth), coverage may be more limited, but it can't be taken away from you.
2) It ties me to a particular job. Even when the economy is good, the prospect of changing or temporarily losing insurance would discourage me from changing jobs, even if it was a good move from other viewpoints. In a system where health insurance is not linked to employment, employees have more flexibility -- and thus more power relative to the employer.
3) It can't last. As premium costs continue to climb, at some point my employer will probably start to cover only part of them rather than all of them. They actually tried to do that during this year's contract negotiations, probably figuring that the recession would deter people from resisting. The union squelched it. But if costs keep rising and rising, eventually the issue will likely be revisited.
Under our present system, no one except those on Medicare and those who are rich enough to pay by themselves for any medical care they might need has real security.