I also had a hard time sleeping the first time I did the study, and even though I didn't feel like I slept at all they said I didn't have any apnea. I was about to be denied approval for surgery (also 38 bmi), but the doc said for me to do the sleep study again just in case. The second time I took Benadryl to knock me out and slept fine. I have moderate apnea and was approved for RNY later this month.
Annoying, but you never know. Probably not the most frustrating thing you'll encounter as you navigate this whole process so just try to relax and stay positive. Good luck!