Sleep Apnea Support Group
Sleep apnea is a common sleep disorder characterized by brief interruptions of breathing during sleep. People with sleep apnea partially awaken as they struggle to breathe, but in the morning they may not be aware of sleep disturbances.

Perhaps you should call back and ask to speak with a nurse instead of the secretary. You do not want your records showing oxygen usage especially if this physician shares the information with other members of your medical team.
Just start the conversation like, "I received a call from the secretary in the office and she didn't seem to hear me correctly and I want to ensure my medical records are correct." Then proceed to stress that you have NEVER utilized oxygen therapy and ask if the nurse would kindly straighten this out in your medical records.
Be well,
TheWino