The human captioner has to hear the audio, think about it, type the right keystrokes or re-voice it, and then that has to be translated by the computer software, sent back over the phone line, and then sent back to you. There is an unavoidable three- to nine-second delay, even in really good real-time captioning, and that will never change.
Now, for DVDs, it's true: most studio releases in the United States have captioning in part because of a settlement in a class action lawsuit that came through in 2006. A lot of the DVDs in Canada come from small, independent producers, or—let's put it generously—rather economical, spendthrift producers, and they don't even bother with French audio track or French subtitling. So it is quite common to find Canadian DVDs that don't have captioning. The CBC DVDs that I have watched have had captioning, and several of them have had audio description. I have not done a check to see if this is consistent across the board.