I had it the other way around. I've had sleep apnea for about 18 years.Just recently diagnosed with Fibro/CFS last August but have known I have had it for many years. They want to see if you are not sleeping because you are not breathing right so wake up continuously during the night. I would get tested.

No had it done years ago only got fibro Feb last year so it's still all new to me

Yes, I did the one where you put the thingy on your finger while you sleep. I didn't end up needing to do the overnight study. Good luck!

Because lack of sleep causes extreme pain.
Doctors want to rule out sleep apnea or other health issues.

I think docs order sleep studies to see if you also suffer from sleep apnea as this could be a possible reason for poor restless sleep. If sleep apnea present this can be managed with a CPAPmachine when sleeping to improve quality of sleep