If I'm right, insurance you buy from the cruise line only covers the cruise. Maybe it covers air if you buy the air from the cruise line.
Am I mistaken? I always buy it from Allianz as I almost never buy the cruise air package.
But if you're buying air separately, you probably need to buy insurance from someone else. I just bought coverage of $2900 for a month-long trip including a cruise, a flight, and some lodging from Allianz via InsureMyTrip, and it was $148... about 5%.
There are three or four main parts to "trip insurance": cancellation, interruption, evacuation, and medical coverage. You can buy all kinds of combinations of these. We have annual evacuation and emergency medical, so don't need these when covering cancellation, but sometimes it's easier and cheaper to cover them all than to find coverage just for the first two. Squaremouth.com is good for this kind of shopping, as they list the carrier, price, and exact coverage on the main quote page.