Not sure they are supposed to be selling it as such. They are required to post full source to all they have used even if they don't offer the iso or built packages.
Since they are selling it, I'd contact them and have them make you a copy.
The original intent of a live cd is that it does boot to a user. You'd have to manually mount the iso and change the way it boots and then save that. In a rare case you'd have to un make it an iso and copy it all to a folder and then change it and then make it back into an iso.