A policy is a policy. If you don't like the policy then the route is to go to HR or the travel people and propose a route to what you want to self fund. There is usually a section in the employee manual or you can get clarification by, well, asking?

And yes, this sort of policy on "even the CEO flies coach" absolutely does exist - there are lots of reasons for it but the most usual is that you don't want to be meeting customers on a flight before you've negotiated pricing and you turn left and they turn right; the next meeting won't start well. If you really would rather be in bed than travel in Y, then plenty of jobs allow that, and it doesn't sound like you have the best of relationships with the company anyway. Though beware, unless you're in a very specialised group of employees who can assert their own travel policy as part of their contract, you'll find that most if not all businesses are now quite prescriptive, a very large proportion use corporate TAs via tools such as Concur which are used to enforce policy.

But no-one can know until you ask. Trying to find sneaky workarounds is ill advised, getting permission is the best thing to do.