I experienced the reverse: using a CPAP finally gave me enough energy to start exercising, which helped me lose weight. I imagine if I stopped using the CPAP I would slowly start losing energy again and probably stop exercising and gain the weight back. The few nights I've gone without CPAP have left me feeling awful, even without as much weight.
Everyone's physiology differs, but I've learned that weight control is 80% diet and 20% physical activity. (this assumes normal metabolism)
I went to the gym for years and my weight fluctuated a couple of pounds. Cardio was especially ineffective for any kind of weight loss.
Weights were much more effective because they increased my resting metabolism. I drastically reduced carbs from my diet, increased protein and vegetables, and the needle on the scale started moving. I ate about the same amount, but I changed the composition of my food -- no simple sugars or simple carbs.
I don't want to be prescriptive, since everyone's different, but for anyone who finds it hard to adopt an exercise routine, I would encourage them to consider changing their diets and see if that makes a difference.
