My older sister had the same problem. She could never get adjusted to wearing the headgear or the noise. So hers ended up the same as yours.

She actually had an operation after that to do some stuff to her airway. Horribly painful for her in the recovery months. Maybe helped a little but not much. Said she would never go through that again. She just lives with her apnea I guess. Still alive anyway.

I think it may depend on just how bad the apnia is. In my case it was life changing. After my sleep study, or actually during it, mine was so bad they went ahead and put me on a machine that night and got the pressure figured out. That usually involved another night at the clinic (this is 35 years ago). I got two or thee hours of sleep and they woke me up and sent me off. Was about 5am. Woke my wife up with a call to her hotel room to come get me. She said I was bouncing off the walls I had so much energy. It had been so long before any decent sleep I was like a new person.

So people that have it bad enough and gain enough benefit, they can probably put up with the inconvenience better than someone who it is only a minor problem.

We had a heavy guy at church that I am sure had it (golly, probably 30 years or more ago). He would fall asleep at church and snore horribly out loud sitting in the pew while the service was going on. Everyone was too polite to wake him up. He had trouble holding a job because of falling asleep and driving a car was a problem. He only came to church for a little while then don't know what ever happened to him. Some people can have it very badly (with bad consequences for safety and health). Others just more of an annoyance.

Edit: back then one of my standard operation procedures before the cpap would be after I ate lunch in the tractor cab I would nod my head and take a 15 minute power nap (sometimes it turned into 30 minutes till my neck became sore from my head loping over it woke me up). Sometimes had to do it mid afternoon too. Didn't have to do that after I got the cpap machine.