I suppose it's possible that sleep apnea can cause pneumonia, but I doubt that it's likely. We do know it causes or contributes to all other manner of diseases such as brain attacks (strokes) and heart disease.
However, it has been shown (see some older forums at this site) that the treatment for sleep apnea, the CPAP device, definitely causes pneumonia, bronchitis, and associated respiratory infections. The chief culprits, supposedly, are bacteria that form on CPAP masks, in hoses, and in the reservoirs of humidifiers.
I'm not so certain of this. I am not all that diligent (obsessive?) about cleaning up my equipment regularly, and I seldom have such infections -- except under one circumstance: when I use the type of mask that consists of two nasal "pillows" that are thrust directly from the hose into the nostrils. With this kind of mask, I am guaranteed to have a roaring case of bronchitis within three days. I suspect two things as possible causes:
One is that the air pressure seems to be higher. I don't know whether this is true or not, but it sure feels as though someone has plugged my nose into the business end of a wind tunnel.. If, indeed, there is more air rushing to my trachea, that means there are more particles of water from the humidifier going into my windpipe and going deeper down toward my lungs. Coming with the droplets are no doubt bacteria that would not ordinarily find their way into the trachea.
The second possibility is that, humidifier or no humidifier, that much air rushing into my nose is drying it out. Then, with the first normal breaths of air I take upon awakening, unfiltered air shoots right through those nasal passages (now dry as a bone), unimpeded by the now-absent mucus that normally absorbs the bacteria it carries and heads straight toward my lungs and sinuses.
I'm no doctor, so I could be all wet on this. But when I do ask doctors about this, they have no idea what might be causing the problem.
So, why don't I just stick to the regular mask? It looks like I'll have to, but the problem with the regular mask is that the one provided by the VA doesn't fit my face all that well. even though it's the closest fit. I therefore have the choice of putting up with it leaking constantly or cinching it so tight on my head that the margins cut into my skin.
Well, then, why don't I do what a doctor suggested and lose enough weight to put me at my recommended poundage? This is supposed to take the weight off my chin that is pushing my throat closed. Well, back in my younger days, I was way under my recommended weight, and that's when I found out I'd been having years of bad sleep, just like my father.
I don't believe there really is a terrific treatment for this disease. Unfortunately, the CPAP is the only thing we've got going for us. Bummer.