Nasal irritation can cause those symptoms. May feel like a cold precisely because the dryer air rushing in from a CPAP causes the mucous membranes in the nose to swell up just like a cold would, and the air can cause the throat to feel sore.
The air we breathe has to have sufficient humidity in it to allow the transfer of oxygen from the air to the blood in the lungs. To help humidify dry air, the nose linings swell up to increase the surface area that air has to pass over, increasing the chance to make it humid enough to be of benefit to the body. It will also increase mucous production to help, too. It can make you feel you have a full blown allergy, or cold when the air is so dry. It is not that CPAP air is that dry, but it is coming in so fast, because it's under pressure, that it spends much less time in the sinuses. With additional moisture from a heated humidifier, you can reduce the irritation from the air rushing through your nose. The throat should feel much better at the same time. You may also want to use Nasal Irrigation to increase moisture, too.
Even if it is a cold, the CPAP is often found to relieve those symptoms while in use because the air is filtered and humidified, which will cause less reaction from the sinuses. Drinking enough to be adequately hydrated can help the body maintain proper moisture to the air before it gets to the lungs as well. Even though we don't all live in a desert, to your nose, it can feel like one with a CPAP.
"Death doesn't really worry me that much, I'm not frightened about it... I just don't want to be there when it happens." - Woody Allen
Respironics M Series Auto with A-Flex
, Pressure 9-12cmH2O, Mirage Swift II Nasal pillows, and Ace bandages