You can use the 'Youtube interaction' to play the 'Youtube video' inside Captivate.
You could publish all your courses and put those published courses on a DVD and sell that, but you will almost surely run into security restrictions. Captivate-published content is really meant to be run from the web.
(though there may still be a 'publish to .exe' option in 2017, I've not checked yet, that would probably work well on a PC, but not a Mac).
An LMS really is the best way to distribute this sort of content. LMS products often allow for purchasing, registration, assignments, tracking, records/certificates...all sorts of benefits.
But yeah, unless you want to dig in yourself (host a server, install a free LMS like Moodle, set it all up, and maintain it), you're going to have to pay someone for the LMS service.
Give the distribution and payment solutions that provides, it's often worthwhile.
There are alot of low-cost LMS products out there...even Captivate Prime may be a solution for you.
Another option would be to publish your content and distribute it through a platform or 'marketplace', like Open Sesame:
They take a cut, but handle distribution, payment, etc.
Either are best options for the above reasons, plus allowing distribution to mobile devices and handling video delivery.
In either case you would have to learn about SCORM.