Just my opinion, but my belief is that when a sleep apnea subject goes on CPAP treatment, a kind of "shift" occurs. The shift being that whereas before, the person can't sleep due to apneas and then, later, the reason the person can't get sleep is because their subconscious, or unconscious, mind senses the CPAP mask and air pressure during the night. The subconsious mind, always protective, needs to adjust to the fact that the air pressure and the mask isn't a threat to the self. To reach Stage 3 and 4, especially, requires a lot of "letting go" on the part of the subconscious mind. To feel that level of safety takes gradual steps and, thus, time.