I downloaded the other Kindle Complete Plays of Shakespeare and discovered exactly the same thing: no overall TOC and therefore completely useless. I returned it for a refund. Perhaps there was a problem with the Amazon server or download process.
I then purchased this edition (the one with Yale analysis) and it was absolutely fine with overall TOC.
Undeterred I then downloaded the sample of the one I had cancelled. It looked fine, so I purchased it again. This time all was OK. So I had two different copies of the Complete Plays. I preferred the Kindle formatting of the edition without the Yale Critical Analysis - the one I had originally downloaded and so returned the one which had the Yale stuff for a refund.
Conclusions: downloads appear to sometimes go wrong. Amazon's return policy for Kindle downloads is very useful.