I doubt that holding the CFU tournament in the USA would be anywhere near as financially successful as the Gold Cup, both in TV numbers and stadium attendances.
I was thinking more in comparison with a CFU tournament held in, say, Jamaica. If they're doing it now they'd presumably want to try tapping the American market again in the future, CONCACAF members or not. Whether they'd get more stadium attendance in the USA or one of their own countries is debatable, but the latter definitely would have more of the 'local passion' that gives a regional tournament its identity, hosting it outside the region too often (doing it anyway is already pushing it) and it starts to dilute the value for the future.
And yes, national FA's should work to being more self-sustainable, it's understandable that the smaller federations may have to rely on the annual FIFA money to perform all their international trips and general running costs, but that doesn't mean they can't try and generate some of their own income.
Sell the sponsor rights to the league's golden boot award or something, invite clubs from the surrounding area (USA, Mexico, Venezuela, etc.) for some pre-season friendlies with their biggest local clubs, generating local interest through foreign visitors and all that. My only payment request for these brilliant and original ideas is for every Caribbean island to erect a giant gold statue of me every quarter (I'm not a monster