social anxiety not covered

So...I had my first appointment, which is the intake appointment. This is where they sit me down, ask me a ton of questions to asess whether or not I need help. I do not have insurance and not the kind of income that can just pay for regular visits, but luckily they have a program for low income. After telling my life story, the very nice lady that I was talking to, lets me know that the state will not cover social anxiety. After my heart sank and I'm feeling like an idiot, she tells me they do cover depression though. How fortunate for me that I've suffered from depression since I was a teen. If it wasn't for that I would be completely without help. Why is it that people don't take social anxiety serious? I don't understand. I revolve everything in my life around it. Obviously it's a huge issue for me, but not serious enough for the state to care.
I'm hoping that even though SA is not covered, that this therapist I'm going to be seeing will still make an effort to help my real problem. I really hope I'm not going to regret trying to help myself.