I don't think they can legally refuse to provide it for that reason. O2 is a medically recommended and clinically proven treatment for CH. Call Humana. The process of fighting with insurers isn't fun, but I'd at least give it a serious shot. I'd check with your doctor's office, too. People have said that the battle seems particularly difficult in some states (Florida and New York come to mind). That might be a result of how O2 providers and insurance companies are regulated in some states -- I don't know. If you have a prescription, you ought to be able to get medical O2 and the related equipment (regulator and mask) by self-paying, but that might be real expensive. Another thing I don't know.
As Tiaan said, you can take the alternative route as many have done and use welding O2 (which might even be less expensive in the long run, although there's more hassle because you have to return the tanks for refills yourself rather than having the a medical O2 supplier bring you the new ones and take away the used ones). It's hard for many people to appreciate how essential O2 is to managing CH, so either way, please don't give up. The welding O2 route is straightforward -- buy or rent tanks from a welding supply company (look it up online), and buy your regulator and mask online. If you decide to do that, let us know, and we'll tell you more.