The problem many patients have run into is much the same as yours. Third party payers and insurance companies are more willing to pay for an expensive surgery than for pscyhological counseling. And this is true despite the proof we now have for the benefits of behavioral counseling over surgery.
Education is the key. It may be helpful if your physician contacts your insurance company. Giving them an explanation for this recommendation and bringing them up to date on the latest research may be very helpful. A letter of justification from your doctor may be needed by the insurance company.
Many times a little information goes a long way. Don't give up on this idea. You and your physician may be able to open the door for other patients in the same situation.