Could having sleep apnea for so many years be the cause in having breathing problems when I exercise?

Potentially. Sleep apnea causes cardiovascular problems and pulmonary hypertension. But also, many other factors like nasal valve and septum issues, narrow posterior airway, cardiomyopathy, valvular problems, and many more be the cause as well.
Not directly. Sleep apnea is a co-factor or variable in many things (some say all disease), including cardiovascular issues. This would be more of an indirect contributor to your condition, but there are likely other factors involved as well.