Your observation is correct. Some lessons in this course have only closed captions. These lessons were created this way.
You can recognise such lessons with the following icon in the video thumbnail.
If it becomes too hard to read the captions and watch the demo at the same time, you can change the video playing speed. You can also download the transcript (CC text) by clicking on the Show transcript link.
Hope these options somewhat help in watching these voice-less videos.