Exactly right. Ideally, you should have both, but only a biopsy can confirm the diagnosis. Biopsy can miss a cancer: the lab can only analyse what they have, of course - but, other than a very small tumour, that is unlikely. Even less likely, of course, if the biopsy is taken after the scan.
You don't mention your digital examination or any other signs and symptoms, but with a PSA only a little above "normal", I suspect there's something that concerns the docs for them to be pushing you straight to biopsy (PSA is notoriously unreliable!).
If you had the scan first, and it appeared completely clear, you could argue that the biopsy was unnecessary at this time, but if it were me, I'd accept the biopsy (it's pretty quick and weird rather than painful), but still push for the scan, regardless.
[apologies for edits, I'm thinking as I type, which makes for untidy posts!]