Actually, there are several studies, well thought of, that show specifically the benefits of digeridoo playing over other forms of circular breathing training. It isn't so much that digeridoo playing itself is better than any other form of circular breathing training, but that it is the most efficacious at getting the results desired quickly - you get there faster and more efficiently, so to speak, than training without any instrumental aid or with other instrumental aids. Other musical devices that employ circular breathing, such as certain brass instruments and some woodwinds, don't produce the same effect of throat toning, and that is because the nature of how you play the doo and how you produce sound from the doo is different from western musical instruments. Not only are the results not anecdotal, but several ongoing studies conducted in Switzerland and Germany are confirming, in their early results, previous studies and observations.
However, let me be clear, there is no such thing as a cure for sleep apnoea per se, only therapies or surgical interventions that decrease the incidents or provide a remission, and digeridoo playing is one, when used in combination with diet and exercise, that has the effect or returning tone to the throat in sufficient quantity to lower incidence. SA is not something you can be cured from, because it is not a disease in itself, but rather a morbus, or malfunction, of the body's normal optimal operating parameters. For such things, we develop new ways to compensate for the problem. Thing of a CPAP as a shoe lift for the throat.
Since I was answering a specific question about what you can train yourself to do, then digeridoo training falls under the category of training, and you DO learn the circular breathing technique as part of learning how to play to doo, it is not a separate thing to learn.