CPAP is a treatment, it provides no lasting effects on the body. To say that "breathing will get better in time" is not correct from CPAP standpoint alone. Other body changes not related to CPAP could have some effect, but not the CPAP. We'd all like CPAP to be temporary

but the therapy is life-long. Sleep without and your apnea is in full force just like you've never used the mask.
I don't know of any studies, though there may have been some, that quantify what reducing apneas, say, by half, means to overall health? From what I've read, and I am not a doctor, an AHI above 5 is still causing damage.
I do agree that if someone requires a high CPAP pressure, and is unable to tolerate it in the beginning (most everybody I think!), then starting with a lower CPAP pressure can be very helpful. Regardless of whether that pressure provides any therapy or not, starting lower and gradually increasing the pressure will make it easier to adjust to. My current pressure is just 14 and there is no way I could have started with it, I felt like 8 was a gale! So I started with 8, and now that I'm at 14 it feels strong at first, but later on during the night it is hardly noticable.
The mask makes a great deal of difference in tolerating the pressure, at least in my case. I have a mask now that makes 14 seem like the air is not even on, whereas my earlier masks made it feel very uncomfortable.
Taking Ambien, Lunesta, Sonata or other short-term apnea-friendly sleep aid can also help to overcome the initial 'alertness' and wakefulness so many experience when starting with a mask and machine.
You will adjust in time, though if your pressure is very high you may need to ease into it. You may have had apnea for a long while; taking 6 months with no real therapy, just to get up to correct pressure, is but a drop in the ocean when compared to keeping your health for the rest of your life once you're compliant and the pressure is correct for you.
Blessings,
--pseudonym