It is very common for employers to have a group policy without having the option to opt out. If you already bought your own policy, I think it is likely that you would either have to wait a few months for it to kick in or you would have to make a contract to stay in it for a certain amount of time. It wouldn't make any sense for them to let you take out a policy, get all your dental done right away and then cancel it, they wouldn't make any money that way.
On the other hand, once you are working, you will probably have insurance through your employer that includes dental, medication and other things and you will have to pay for it as well (no opt-out) so you might as well wait until you have a job.