That's an unusual side effects, but not unheard of. It sounds like you're proven cause and effect. I agree with BoHager that maybe you should play around with your humidity settings. If that doesn't work, talk to your sleep doctor about trying different settings/models for your CPAP machine.
I hope you get an answer to this question, I am going through the exact same thing.Also have burning in eyes.Does your CPAP have humidifier? Mine does, I think that might have something to do with it. Also on fluid pill and it's not helping with it nor is the anti-inflamitory. I am takeing in moist air all night and retaining it ( urination is way down to )Hope we can both get some help!!!