If I want to change behavior, why can't I get insurance to cover psychologist and not just psychiatrist or drugs?

Do it anyway! That's unfortunate! but, here's what i think: do not let insurance companies dictate how to take care of yourself; if u feel that talking to someone (as in being in therapy) is what u need to do, then do so. Many therapists have a sliding scale or different payment options; u could arrange to meet with them weekly or every other week. It is your life! take charge. (+it's more private!).
Psychiatrists. Believe it or not, there are still many psychiatrists who provide psychotherapy -- not just "drugs." i agree with dr ghanem about taking care of yourself and getting psychotherapy as needed. But many people don't realize that in addition to being medical doctors who can evaluate for and prescribe medication, psychiatrists are trained in psychotherapy. For some, it is their primary treatment.
Medicare. If you cannot find insurance that has mental health benefits, then see if you qualify for either Medicare or Medicaid, both of which have mental health benefits.