When a doctor approves a treatment that just means you are allowed to have that treatment. It does not mean that you need the treatment or that you want the treatment, just that it would not do you much harm. It is up to you to decide if you want the treatment, you might deny it for any number of reasons including the cost. The insurance company can deny to pay a treatment even though it is approved by a doctor claiming that you do not need the treatment or that other more suited treatments are available to you.

For example if you brake your arm your doctor might give you the option of putting it in a cast for two months to let it heal itself or to have a surgery which will make the arm usable in a couple of days. He might approve both treatments and leave it up to you to decide. He might recomend you have the surgery but that is just his oppinion. There are of course more complications with a surgery and the cost is of course higher. The arm is also not going to be the same after a surgery as there will be implants left behind. So you are free to chose whatever treatment you want. An insurance company might say they only cover the cast and not the surgery as their contract only say they cover the cheapest option. However other contracts say they cover the fastest option within reason so they would cover the surgery.