People often ask this about CPAP. Indeed, that machine is not natural. Neither are drugs and surgeries.
This device will only introduce pressurised air into your respiratory system. This air will be cleaner than room air since the machine has a series of filters. The CPAP does not use therapeutic oxygen (but for patients who need it, it can supplement the CPAP).
People who suffer from OSA and use CPAP might feel uncomfortable the first few days of the treatment. However, they will finally be able to sleep and feel great. You will feel so good you will never want to stop using the CPAP.