Once a model of comprehensive health coverage that set Minnesota apart, health maintenance organizations continue to lose their popularity as more employers self-insure or turn to other types of plans to control benefits and trim costs. Fewer than 1 million Minnesotans belonged to an HMO last year, making up just 20 percent of insured Minnesotans and the lowest number in 20 years, according to the annual Minnesota Managed Care Review, to be released today. That decline continued a trend since 1997, when HMO enrollment peaked at 1.4 million.