I get what you're saying, and on a very superficial level you're not wrong, but there is quite a world of difference between treating partner exposure to TB and treating partner exposure to gonorrhea and chlamydia, and the analogy doesn't really hold. It makes sense for insurance to cover EPT (for GC) because there is a high likelihood of successful treatment, and it reduces overall costs by eliminating repeat medical exams and repeat treatment. I highly doubt EPT for TB would be nearly as effective as EPT for GC. Management of potential TB exposure, not to mention monitoring needed for rifampin, isoniazid, pyrazinamide, and streptomycin therapy, and the more dire consequences of lack of adherence to an anti-TB regimen, is quite a bit more involved than treating GC. Even EPT for GC isn't ideal, but is just sometimes the best option in certain situations.
EPT is limited to GC because most cases are fairly straight forward and do not usually require extensive follow-up and monitoring, and evidence shows benefits outweigh the risks. You can't make the same case for TB.