You are correct bookmarking is only an option for publish methods that allow for user identification and bookmark storage. With the HTML publish a typical course would not have a way to store data per student.
It is possible to store a bookmark in a Lectora Variable and implement bookmarking yourself. There are a few community posts on how to do this. The problem with the HTML publish would be identifying the user.
If there would only ever be one student per computer then you could store the bookmark in a Lectora Variable and restore it if is not empty. The bookmark would be saved in cookies and would restore to the last place of access on that computer regardless of the student taking the course.
The answer depends on the use case you expect for bookmarking and if the course contains any user identifier.