I'm in the UK, and I found out you need to update the Samsung Health Monitor App on your PHONE AND WATCH. Start the app on your watch, choose Sleep Anea, and this tells you to set this up on your phone. After a series of questions, you're ready to go. I hope this helps?
Got an update today (uk) , for the Samsung health monitor, and sleep apnea feature is enabled. Now trying to figure out why is not detecting my classic 6 watch