Yes.

CPAP are for people with Sleep Apnea - people who stops breathing during their sleep. In mild situations their brain will "wake up" the nerves and force the throat to open up and starts breathing, however, in severe situations the process of the brain waking up the throat so much that it causes lack of oxygen to the brain, and can cause brain damage. Finally, there are known cases of the brain finally stops waking up the body and the person dies in their sleep suffocating to death.

So yes, CPAP is very important and life-threatening.