And since they are treated differently than people in the other 14 states that do have exchanges, you can bet an Equal Protection lawsuit will be quick in coming.
Here is the Equal Protection Clause:
All persons born or naturalized in the United States, and subject to the jurisdiction thereof, are citizens of the United States and of the State wherein they reside. No State shall make or enforce any law which shall abridge the privileges or immunities of citizens of the United States; nor shall any State deprive any person of life, liberty, or property, without due process of law; nor deny to any person within its jurisdiction the equal protection of the laws.
Note that the boundary of the clause is the State. Different states have different laws all the time. Massachusetts has had statewide healthcare for a long time, and Vermont passed a single-payer healthcare. Oregon has vote-by-mail. Minnesota abolished the death penalty while it remains in the majority of states. Some states have legalized marijuana, while in Pennsylvania you can only buy wine and spirits from state owned shops. Taxes are different, environmental laws are different, etc.
Statehood wouldn't mean much if states weren't allowed to have different laws.