Most people aren't good at assessing their own fatigue. A sleep study gives one quantifiable information about the quality of one's sleep.
So may people find their CPAP uncomfortable when they first use it, that it's unlikely they'll use it properly. Having a first use under the watchful eyes of a physician could be a good idea.
Then again, some people also get one and then don't use it, so maybe it's more of the same.
Yes, I'm sure it's not as good as having a proper sleep study but if the end result is that more people who need them get them it would be a positive outcome.
Also, a doctor can show you how to use one, you would not necessarily be completely on your own.
Sleep studies are just such a hassle (and expensive, depending on where you live), and if you have a weird sleep schedule it can be difficult to even fall asleep in time.
Being able to just rent a CPAP machine for a couple of days and have a doctor show you how to use it would be a good option to have.
So may people find their CPAP uncomfortable when they first use it, that it's unlikely they'll use it properly. Having a first use under the watchful eyes of a physician could be a good idea.
Then again, some people also get one and then don't use it, so maybe it's more of the same.