On demand classes are pre-recorded, so there's no chat box (since there's no one to chat with!). The chat messages that you'll see while taking the class are the archived chats from the live class session.
If you have any questions about the class content or want to interact with an instructor live, feel free to click on the 'Chat with us' option at the top of the class chat or 'Chat with the instructor' if there's one online!