From a few minutes on Google, it appears like most developed countries require a prescription to purchase a CPAP device, including the US (varies per state), Canada, UK, Australia, Germany, France and Italy.
The most notable exceptions I find are Japan and Singapore, where it can be purchased without an Rx.
No, you need a prescription in the US. And that prescription is withheld by sleep specialist “doctors” until you do an expensive and unnecessary sleep study. These doctors serve no useful role other than telling you really obvious things, but you are forced into multiple appointments with them just for the prescriptions. Going through insurance then can require at least one more follow up appointment, but sometimes more depending on your plan. Some of them require multiple appointments where the doctor confirms your usage.
You can order them online, not sure if a prescription is required:
You need to email them or fax them a prescription. I live in Canada. I know this for a fact. I had to do it myself.
From the website you linked:
> All CPAP machines require a prescription for shipment. Details of submitting a prescription are provided below. If you have any questions or concerns, please call us toll-free at 1-855-542-2727.
That’s not true at all, I purchased mine in the UK without a prescription.
The websites I found indicate that a prescription is required in the UK to purchase a CPAP machine. If you have any alternative links, please do share.
Here is an example of what I found:
> Do I need a prescription to buy a CPAP mask?
> You do need to provide written confirmation of CPAP suitability when ordering a machine, but this is not required for a CPAP mask.
I think those places need a prescription in order for insurance to pay for the machine, not to buy the machine.