The medical mafia loves $leep te$t$.
They don't want to have to deal with patients who have read their own data. Sometimes a patient is overconcerned and will have stress and waste a lot of the medical person's time. The patient might even make bad changes in their pressure settings.
There's also the problem that a lot of doctors, even "sleep" doctors don't know how or won't take the time to read the data collected by the CPAP machine.
In lab sleep tests have more sensors and can be used to make a more definitive measurements of sleep problems. However, the newer fully data capable machines give a LOT of very good data, and it's measurement of your real sleep, under treatment, in your home, in your bed, under normal conditions. It's also 365 days a year, not one night in a lab with wires, and a stressful setting.
CPAP machine collected data has made very major improvements in the last 10 years. Many doctors are stuck in the past.
There's also a bias in the medical community to stick with "official" tests for reasons of caution and lawsuits. There's also a bias to stick with tests that generate money.
As for SleepyHead, or even the official software, you shouldn't put too much faith in anything. However, the data is still very useful.