That is incorrect in at least Canada and Spain.
As for other developed countries, they typically have universal healthcare and the patient does not need to pay for CPAP devices. Regardless, insurance and prescriptions are orthogonal.
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.
You can order them online, not sure if a prescription is required:
https://cpapoutlet.ca/