Your body adjusts to it and adjusts your metabolism, body chemistry, nervous system, etc. When you stop having apnea "pushing" at you, your body and brain are soft of "out of balance" for a while until you readjust.
Think of how your body craves alcohol, tobacco, or drugs if you quit.
You may also simply not sleep well with all the strange stuff attached to you for a while. Even if you're asleep, you may not get the right sleep stages your body needs at first.
However, there can also be some "real" causes, so stay on top of it, especially if it continues.