The relative humidity where you are makes a big difference on whether you need a humidifier feature turned on or not. Relative humidity of the air also makes a significant difference on how much water your humidifier uses each night. At least for me.
I live in the desert, and a lot of my travels are out west in dry country. The humidifier feature is a must for me. It is always on the high heat setting.
And, yes, I can sleep without the Cpap machine, but it is usually a miserable nights sleep of frequent wake-ups and vivid bad dreams.