If you are monitoring the data, you'll probably notice if the machine develops problems because it will be in the data, especially if it gets bad enough to affect the therapy.
If no one is looking at the data, you probably do need the machine checked out a little more often.
It occurs to me that the manufacturers could probably include a lot of data about how the machine is working for free with the existing hardware and computer built into the machine. There's probably some things you could calculate from blower RPM vs. pressure and airflow that would tell you how well the machine is running mechanically. Monitoring on/off power cycles, errors, etc. and recording this on the SD card and sending it along with the cell modem data could be useful.
Useful links.
Click here for information on the main alternative to CPAP.
If it's midnight and a DME tells you it's dark outside, go and check it yourself.