I have a CPAP machine and didn't think I was getting enough oxygen at night. I read somewhere that you could have excess CO if you wake up with headaches. I picked up an item from the pulmologist and used it overnight. It was the finger oximeter with a wrist band. Took it back the next day and was told to get a T tube (they called it something else). It is a small tube that connects to the CPAP machine and the mask but has another connection for the oxygen tube. And of course my cats walk all over me and sometimes cuddle with me.

I am on O2 ant night because they tested me and found out I quit breathing about 4 times a night.

O2 levels do drop during the night. The cat may be trying to tell you something, but you should ask your pulmonologist for a referral for a sleep study or an overnight oximeter study to determine what, if anything, is going on at night.

To be clear, the diagnosis for Oxygen Therapy is usually based on daytime readings. Any oximeter readings less than 92% while alert (but at rest) OR less than 88% while in motion would be cause for concern. A six minute walk test and blood gas readings would be used to confirm the need for nighttime oxygen as well. The Oxygen supply can also be connected to the nighttime breathing device. Take care.

True story.
My former cat awoke me early one Saturday morning because the pipe on the water heater had "fallen off". The carbon monoxide detectors showed rising levels and were minutes from going off. I learned later that one can breathe in much CO gas long before the point of immobility. Because it was my fault the laundry room door was left ajar, the Cat got extra treats that day instead of the punishment of a water spray bottle!
Remember, Cats can get Respiratory infections much like humans do. I don't want to ignite the whole "Cat vs dog is Smarter" debate here, but Your cat is trying to tell you something. I am sure your doctor will agree to sleep apnea testing now, and tell you to thank your Cat also. Be well.