The OP seems to forget that the goal of the Khan Academy is not just to produce videos. Of course there's no feedback with a one-way video lesson.
If you watch his (excellent) TED talk [1], you'll see that his organization isn't just about video lectures, but rather an all-encompassing suite of tools that allows students to learn at their own pace, repeat lessons that they didn't understand at first, and provides teachers with analytics to target their attention towards those students who need help.