And all the Criterion discs have a resume function so you can still just stop the disc and come back to the movie later so not having chapters doesn't do much.
Lynch was involved with the Twin Peaks box set but the episodes have chapters and I think that box's Fire Walk With Me disc has...
David Lynch doesn't like chaptering movies so Criterion respects his wishes and doesn't have any chapters on their releases of his movies (Eraserhead, The Elephant Man, Blue Velvet, Twin Peaks: Fire Walk With Me and Mulholland Drive).