Yes, my wife seems to appreciate the CPAP more than I do. If I fall asleep without it, I get a gentle reminder...
Being claustrophobic, it has taken some real discipline to get used to having things strapped to ones face.
I also just found out one other little annoyance...having just got hit with a cold (every couple of years or so)...the last two nights have been without the mask. I can tell the difference not using it as my headaches are returning upon waking. I suppose this is from the Apnea.
It's easy to tell yourself that it really doesn't make a big difference...until you go without and return to your old ways.