Is there really no preventative tests we can take periodically to discover these things before they get out of control? I have the feeling that future generations are going to ask WTF we were thinking.
There really aren't. Developing screening tests that are actually useful is hard, because unless you can achieve an absurdly low false positive rate you inevitably find that most of your positives are false ones. In fact, the NHS tends to be a lot more cautious about funding universal screening programs than the US is because most of the time they're a net negative.
I can only guess the costs for the tests are too expensive. Still couldn't insurance cover the tests?
The short answer is that the tests don't exist. Cancer is still a hard problem that's a mess of environment and genetic factors. The tests that do exist (e.g. the PSA test for prostrate cancer) often have limited utility.
If you want to fix that help do basic research, or fund basic research. It's not a conspiracy. It's just a really, really hard problem.
Little known fact - most MRI machines are always on because they are made via a superconducting magnet, I know some residents who climb into them at night and scan themselves for educational purposes.