Unless you're fat, doctors will rarely even consider the possibility. And once you do get a polysomnogram, the usualy course of action is to throw a CPAP machine at you and send you on your way, without much followup. This, predictably, leads to abysmal compliance and the perception that PAP-therapy is awful or innefective.
And while I'm on my soap box, I really wish the PAP-manufacturers would dislodge their collective head from their collective arse. Trying to lock down machines and preventing patients from accessing their data (and settings) is plain evil. And maybe put some money into R&D for better machines? There's literally hundreds of millions of people with sleep apnea, there's bound to be a market for better devices ...