I’m not familiar with the companies mentioned, but have you tried talking to the doctor or the clinic? They may be able to provide you with better guidance, or tell you about other machines that are compatible with your treatment plan. Even if they don’t know about the privacy aspect, that might give you a shorter list to follow up on.
My guess (or hope) is that this is the option that the average person finds convenient, which is why the doctor recommended it. There should be other options that the doctor / clinic knows about, especially because an IOT CPAP machine is a fairly new thing.
Doctors modify treatment plans fairly often, even for things like patient comfort, and bringing this concern to their attention could also change what they recommend to future patients.
Personal thoughts unrelated to your case: This is a growing concern with healthcare technology and I think we need more attention on the harms. “Your insurance company will use it against you” is something that most people will understand.