I agree with your statement about accessibility.
Except things are not exactly as they may seem to you.
https://wordpress.org/documentation/article/wordpress-block-editor/
The videos are just mouse movements demonstrating specific features.
They don’t have any audio at all. Hence no captions.
All the videos on WordPress.TV and Learn WordPress have audio and most do have captions, some in multiple languages. The captions are not burnt into the videos to enable multi-lingual captioning. So you’ll need to click/tap the button shown below (only where there’s audio) to turn on the captions.

Also, remember: everything in WordPress is 100% done by volunteers: the WordPress users who use the software. So even where there’s audio, captions may only become available (and in specific languages) as and when fellow WordPress users (who are able to) step up to transcribe and/or translate the audio.
Good luck!
Thank you George for explaining. Videos without audio should be noted (No Audio) so people like me are aware of the reason for no captions. I know how to use closed captions, I was just very disappointed that a platform that I love, WordPress, didn’t have captions. Now that I know it, I can stop banging my head against a wall. I would strongly suggest the (No Audio) be put on any videos like this, as we have no way to know there isn’t any audio and/or it’s not needed.