I have a chance of having sleep apnea since my sleep is atrocious and extremely light, but I'm not overweight and I also can't sleep on my back or side, meaning a machine with mask ain't gonna cut it. Thus I've not even bothered. Also I wouldn't fall asleep in a sleep study location (I can't sleep outside of my bed, with any noise, lights, etc)
This is similar to my situation. I am a fit individual that is in the gym five days a week, runs marathons, backcountry skis multiple times a week, etc. and have diagnosed sleep apnea. However, I can't for the life of me get through a single night with the machine to the point where it has sat in a closet for months. I also sleep on my side or stomach so I immediately wake up to the mask blasting air at me due to a seal. The nose pillows didn't work as well.
Have you tried a mandibular adjustment device? You can get them pretty cheap online. They push your lower jaw forward. The only real downside is that they can screw with your teeth a little.
I have mild sleep apnea due to TMJ and went through an odyssey trying out a mandibular adjustment device. It absolutely wrecked my jaw, made my TMJ far worse than it was prior to using it. It also did more than "screw with my teeth a little," it quite literally pushed my bottom teeth forward and destroyed my bite.
The device was fitted by apparently one of the best docs of their kind in SoCal. And yet, after looking into it, my experience seems quite common.
At this point I've just accepted my TMJ and mild sleep apnea. Nothing I've tried has helped at all.