Ask for some adjustment in the machine to overcome this.
CPAP machines can also cause air in the stomach-gas and bloating. Lowering the
CPAP pressure can help but do not do this without consulting your sleep specialist. Switching over to bilevel pressure or C-Flex may help you too. However, nothing should be tried without consulting the specialist.
If nausea is not related to CPAP machine, then other causes will have to be looked into. Commonest cause of nausea is acidity.