Insurance denied my MRI after they already pre-authorized it - is this even legal?

I am so confused and angry right now. My doctor ordered an MRI for my knee back in February. I called my insurance, they said it was approved, gave me an auth number, everything. Had the MRI done at an in-network facility in March.

Just got an EOB saying the claim was denied. Reason: "not medically necessary." How is that possible when they literally gave me a prior authorization number? I have it written down. My doctor ordered it. I had surgery on this knee 2 years ago and have been having recurring issues.

The bill is $2,400. I have no idea what to do. Has anyone dealt with this before? Can they actually deny something they already approved?