Depends on your health insurance plan. Many plans fund a health savings account that allows you to spend your money on any qualifying medical purchase, whether its OTC meds, medical devices, or heck even my yearly supply of band-aids and ibuprofen.
If something requires a prescription, it's usually because the company wants a liability chain to go through a doctor and their malpractice insurance, rather than bankrupt the company.
https://gameready.com/gr-pro-cold-therapy-unit/
I think it must be some quirk of insurance that they will only pay for something IFF it requires a prescription