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Pulmonary physiology is not necessary here.
The root of the question is asking what will improve over time with treatment of sleep apnea, which is blood pressure, given that sleep apnea causes increased sympathetic tone and therefore systemic HTN. The treatment of sleep apnea with CPAP, will help reduce sympathetic tone and over time, improve BP.
CPAP increases intrapleural pressure as the elevated airway pressure is transmitted to other things in the cavity (lung pushes on pleural space/cavity which can then push on other structures). This can lead to compression of veins, including the vena cava -> decreased venous return -> decreased bp (from decreased preload). This is similar to what happens during valsalva (exertion phases) though the positive pressure is provided by a machine pump instead of abdominal muscles/diaphragm. I think heart rate likely increases instead of decrease as a compensatory response.
Here’s one site that explains it well (the “free” content is enough and probably already exceeds the depth one might need to know) https://thoracickey.com/extrapulmonary-effects-of-mechanical-ventilation/
I guess since changes in HR are such a transient phenomenon and you only have sustained increase in HR when exercising or like acutely experiencing some medical emergency vs BP that can be elevated for long periods of times with no effects. Therefore an improvement in BP is more important. That’s my take.