The photo provided is pretty clear, for those hard of seeing it is labelled 1xM4 below the sensor. Its an IR device without a doubt.
Likely packaged with a CPAP machine by mistake, it could have been part of a hearing aid product or anything else made in China really.
If I were the OP I would put this aside and not let it distract from the setup of the machine, until it is fully up and working. And who knows it might be worth something on ebay? enough to purchase some brand new filters
Any old equipment can be worth so much to some people. I remember a forum member here LSAT unfortunately having to beg like a dog for an S8 card reader once Resmed stopped making them.