I've been working with information products and online masterclasses for close to a decade now.

You basically have a few options:
1. Host it yourself.
2. Host it on YouTube.
3. Host it on a MOOC, Udemy or something similar.

The big differences between the 3 are pricing, control and setup.

Pricing:
If you host somewhere that isn't your own platform then you have very little control over pricing and how much you can charge. This is why you see masterclass creators charging $200-300 for courses but Udemy creators have their content sold for $10.

Control:
With your own platform you'll be able to control how the customer experience and navigation flow looks and feels.

You'd also be able to set up the credit/a la carte system for payment. On other platforms you'll be limited.

Setup:
To host on your own platform requires a certain amount of technical know-how and there are also a lot of moving pieces - you'd have to setup web hosting, video hosting, some kind of cart or product delivery system as well as payment processing.