Not sure if you ever got this cleared-up as to why, but know you're not the only one who is having an issues with this. Since the EMG codes changed for this year (2013) and the 95885, 95886, and 95887 EMG codes are ADD-ON codes and are reported w/a base NCS code when an EMG and NCS are done on the same day -- it's just been a big 'ole mess from MC to the commercial carriers. A lot of the MAC carriers are aware of this issue as are the commercial carriers so make sure you appeal or get them to reprocess and pay. There is nothing wrong w/how you're billing the EMG and NCS, those codes can be billed together (as long as appropriate mods are there if needed and units). Look at your CPT book and it will confirm this or consult Medicare's LCD, both will confirm this is how we must bill when EMG/NCS are done on same day for 2013.
The MAC carrier I work with have corrected the issue (NY and FL) and both put out bulletins saying so. It's just odd that it's still happening w/other MAC and commercial carriers after they've had months to fix the issue, as these new codes and how to bill for EMG and NCS on the same day has been effective since 1/1/13.