Obstructive sleep apnea (OSA) causes inflammation - both local and systemic. Researchers think that the local inflammation is from trauma from snoring. Systemic inflammation may occur because of repetitive drops in blood oxygen levels and / or sleep fragmentation from OSA. This study did a meta-analysis to see if CPAP reduces three markers of systemic inflammation - CRP, IL-6, and TNF-alpha. The data showed that CPAP use did significantly reduce levels of CRP and TNF-alpha. It lowered levels of IL-6, but not enough to be statistically significant.
The bottom line is that untreated OSA is associated with systemic inflammation, which may raise the risk for cardiovascular disease. Treating OSA with CPAP can reduce some of the markers of inflammation - this may lower the risk of developing cardiovascular disease.