It's a hard argument.. but at the end of the day, insurance is a business, so they have to be profitable to survive. In an ideal world, they'd be able to do what was best for everyone AND make money, but that will never happen, and so they can't afford to support treatments like this just yet. If it becomes a more widely-accepted treatment option, they may feel more willing to pick it up in future.. It's always hard with new things -- they don't want to take the risk.
On a personal level, I think the treatment sounds interesting.. It's certainly could be considered a nice alternative to popping pills every day. I'd be curious to see how the longterm effects hold up. Is it something a person has 'refresh' periodically? (Go in for follow up treatments because the symptoms come back after a while.) Or is it something that sort of retrains the brain so that the problem is less likely to reoccur?