I'm considering the relative/marginal danger (e.g. against actual apnea) and I just don't see it?

You set your controls HORRIBLY wrong on an off the shelf CPAP -- and, what? It's not like you're going to explode your lungs. Your own inability to breathe properly will make you take it off. Or you keep it on and you fart more in the morning (true story, by the way, I've never heard anyone mention this side effect of CPAPs)