Fair enough. But maybe that pharmacy was scamming in some way, or otherwise not doing due diligence with regard to what their responsibilities are around these rxs. You never know what the real story is; I'm sure they say they did everything by the book.
At my part-time retail gig that I just left, new workers' comp scripts were not just adjudicated through the computer, but followed up on with phone calls to workers' comp to ensure coverage.
Maybe your customer suffered a penetrating abdominal injury at work that damaged his pancreas. Crazier things have happened.
You could phone workers' comp and say it's unusual for them to cover insulin, so you just wanted to double-check. If they would send something in writing, even better.