Denied by Cigna because I didn't have a supervised diet... Help please!!

I called Cigna to find out the status of my request for open RNY and they said I was denied because I didn't have a 6 month supervised diet. After being frustrated at that answer because I meet every other requirement I spoke with a supervisor and I asked her "am I right when I say that Cigna won't pay for anything weight related?" She said yes. I said "so each time I go to my doctor regarding my weight (supervised diet) I am paying everything out of pocket because Cigna won't cover right, including any diet pills she might put me on?" She said that's right. Now tell me how can they require a supervised diet for 6MONTHS when they won't cover a cent of it? Can this be fought? This just doesn't seem right. Thank you for any help or advice you can give. I am so upset.

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