You can't get approved for surgery without PT in many cases anyway, so by default, most people will have to undergo PT regardless. In a lot of cases, you still can't get surgery; insurance will request pain management via injections and stuff before approving surgery. In my case, I had to go through 6 weeks of PT, then insurance asked me to do another 6 weeks after the first 6 failed to produce benefits. PT accelerated my decline because they didn't understand the mechanics in my case, so it's not always beneficial either. Also some of those conservative treatments (injections) are still being denied by insurance. My dad recently went to get another series of injections and was denied because they didn't think it would be medically beneficial despite the fact that he improved significantly from the first set and it lasted over 6 months.

Unfortunately there's a huge variance in PT quality and skill levels, so just because 6 weeks of PT doesn't produce results doesn't necessarily mean that a different approach to PT wouldn't be better than surgery. Seriously, have you tried visiting a McGill Method Master Clinician? I would certainly try that before letting a surgeon cut on me. Watch the video I linked above and see if it might be relevant.

What sort of injections are you referring to? Corticosteroid injections can sometimes be helpful in the short term but clinical practice guidelines discourage prolonged use due to the risk of bone damage and other severe side effects. So insurers aren't necessarily wrong to deny payment for those.