For surgery, it turns out there are higher rates of it being the improper treatment and partial or full failure, and you still might need CPAP anyways. And that’s on top of the fairly standard and obvious preference for non invasive treatments in general.
I will say a fairly non invasive surgery that is much easier to consider is fixing a deviated septum; it probably won’t fix your apnea, but it being deviated is probably not helping.
One thing to keep in mind is that surgery might still be useful even if it doesn't get you off CPAP: being able to use lower CPAP pressures could increase comfort and adherence.
I've been putting off my own septoplasty because it all sounds extremely unpleasant, so yeah.
The ones they generally don’t recommend in the US are those that involve airway or jaw modification; they have fairly low success rates, you’ll have trouble eating for months, and they can come with a whole host of nasty side effects like permanent uncontrolled nasal drip. Plus, in general US medicine tries not to recommend major surgeries if alternatives are good enough or better, not only to reduce cost and recovery, complications etc, but also because general anesthesia itself is risky.