In the US, the lifestyle intervention
is telling the fatty to lose weight. Over the phone. From a script.
I can easily imagine how, in nations with less sadistic health care systems, an actual human might show up in person, to do things like take the fatty on an instructional trip to their local grocery store, followed by example preparations of salubrious meals. Or the person might demonstrate beginner exercises that require minimal equipment. There might be an organized support group of individuals with similar goals available at no additional cost.
The actual situation in the US is that if you have a problem that some weight loss might help to fix, you get a pamphlet or printout entitled (paraphrased) "Hey Fatty, Being Fat Is Bad For You!" There will probably be a deprecated recommendation to start a low-fat, reduced-sodium diet. There might even be a true factoid on it that you didn't already know. But no actual, material support is provided, whatsoever. If you need to lose 100 lbs., you are completely on your own, to not only figure out how, but to stick to your plan for the next two years.
...Unless you have enough money. In that case, you can rent a personal trainer and nutrition consultant, at your own expense. Weight loss (and other types of lifestyle change) is a for-profit business in the US. And the business is horribly inefficient. Americans spend millions on it, and are only getting fatter. A very large part of the business is fueled by ignorance and disinformation.
So perhaps you can explain to me why lifestyle interventions are not seriously attempted in the US as part of medical treatment. What you say is true. It is safer. It provides other benefits to the patient. But few people can accomplish it without some form of external assistance or support. And in the US, that often comes at a price.
By the time someone in the US actually goes to endure the gauntlet of getting some responsive treatment for OSA, they may have already been trying for several years to lose weight, without success. They may be falling asleep at work (in meetings, even!) or while driving. They need relief now, not in six months. That's why sleep docs in the US go straight for CPAP. It's a quicker response to treatment and a surer path to profitability.