Although your reasoning sounds logical in some respects it is not really how things work. How a person reacts to stress and anxiety at work is unique to each person and just because you react in a less than positive way does not make the responsibility to pay for treatment that of your employer per se.  Maybe you can see if your insurance plan has a different counseling program that will cost you less than the one offered by your employer as their program could be one that my not be sanctioned, so to speak, by the insurance company as being one of their "providers."  Otherwise, maybe a mental health clinic in the area. Good luck to you.