Well, at least some of them do:
HANNITY: I'm on the Fox Plan and the AFTRA Plan. I have no clue what insurance I have. I don't have a special health care plan! I have the same plan that you do.
BECKEL: No you don't. I don't have a health insurance plan.
HANNITY: You work for FOX, you're on the FOX plan.
BECKEL: I don't qualify for the Fox plan, because I have a pre-existing condition
Hat Tip to Media Matters for the video:
You know what AFTRA is?
The American Federation of Television and Radio Artists (AFTRA) is a national labor union representing over 70,000 performers, journalists and other artists working in the entertainment and news media
That's right, Sean Hannity is a labor-union member.
AFTRA is also part of AFL-CIO, which supports The Employee Free Choice Act - which is something that makes Hannity act as if he is having sand poured into his vagina.