The inability to use CPAP for the entire night

On many nights, new CPAP users begin their night with a good effort by using their CPAP. Sometimes, however, compliance is not continued throughout the night. The inability to use CPAP for the entire night is a great disservice to your health. The greater part of REM sleep, the most restful part of sleep, is toward the end of the night between the hours of 4 to 6 am. REM sleep is often referred to as "Dream Sleep" and is essential to getting a restful night's sleep.
There are 5 stages of sleep beginning with stage 1 and ending with stage 5. Stage 1 lasts approximately 1-7 minutes at the onset of sleep. It is a transitional stage between wakefulness and sleep. Stage 2 takes up the largest portion of your Sleep time. While it is a bit deeper than stage 1, it is still considered to be a light shallow stage of sleep. Stages 3 and 4 are deeper slow wave sleep. Stage 3 is more of a transitional stage to 4 some where between 2 and 4. REM sleep (Rapid Eye Movement) or Dream Sleep is Stage 5 Sleep. During this stage, muscles are completely relaxed and slack. The most significant Obstructive Sleep Apnea events occur while on your back and in REM sleep due to the loss in muscle tone. While muscle tone is still present in stage 1-4, it has disappeared during stage 5 and so it no longer helps to keep the airway open.
The first REM appears about 90 minutes after you go to sleep. Then the cycle begins again back to stage 2 as the night progresses. Stage 3 and 4 get shorter and your REM gets longer. At 5 am your REM is at its peak lasting up to 1 hour long. By this time of the night, your stage 3 and 4 are almost non-existent. A normal sleep pattern has between 4 and 5 REM cycles. The night's sleep cycle often goes like this, Stage 1–2-3-4 -REM then back to stage 2 -3-4 –REM then back again to 2 repeat 4 to 5 times with the last one have very little to No stage 3 and 4 in it and the REM time getting longer and longer while the Deep sleep stage 3 and 4 get shorter. What sleep apnea does is to disrupt the natural sleep cycle. The deeper the Sleep cycle, the more OSA your going to have. When you obstructed and need air, you have to come out of those deeper stages. Once back to stage 1- 2 you can now take a breath. This fragments your Deep sleep and REM by not allowing you any deep sleep, or very little real restful sleep and you will never feel refreshed. An OSA person will get a lot of stage 2 light sleep and very little Deep (Slow Wave) or REM sleep. So even though you say "how can I not be sleeping well, I sleep 9-10 hours a night and nap during the day!". The answer is you’re getting a lot of sleep but not the quality of sleep that allows you to feel rested.
In conclusion if you’re taking your CPAP off at 2 or 3 am your doing yourself a disservice just before you need it the most. Your apnea will be at its worst and your reparative sleep at its best.