You're getting close to making your own CHM format, which Sphinx could make for you.
I always thought CHM files were a nice self-contained option for multi-page HTML docs. (Though they'd happily execute whatever JavaScript the author embedded in there... Maybe that's why they fell out favor?)
It would be great if there was an open CHM-like format that was supported by all major browsers. The nice thing about browsers is that everyone already got one installed. They can even open PDFs natively these days. Sadly, they cannot even open epubs (which is almost like CHM without interactivity). I believe firefox used to be able to open epubs, not sure what happened.
Edge supported epub until the bitter end of the Spartan renderer. It was only Microsoft's attempt at an ebook store that died long before that. Admittedly, most people's visibility into Edge epub support was through the Store and the sidebar dedicated to store purchases, but if you had no other book reader app take over the .epub file extension (or if you realized that you could drag and drop DRM-free .epub files into new tabs) Edge would still read them right up to the Chromium switch.
