Yep, my family had to do the same ER visit for our treatments. Immune globulin is a blood product and I was told it is atypical for any medical center outside of a hospital to have it available. Having to go the ER added a not insignificant amount to our total bill, but we did only have to pay for a single visit to the ER - our followups, we just walked in and a nurse would give us the shot.
On the somewhat funny side, it's weird walking into an ER and being greeted by first name and a wave . . .