To me it seems closed-caption usage is correlated with actually paying attention to television consumption.
People who have their TV on at all hours, as background entertainment to support their lifestyle, tend to not use CC. Why should they? The words literally don't matter, it's just an aesthetic.
People who actually desire an immersive experience, who deliberately pay attention to the shows they watch, tend to care about CC since it complements the audio & visual nicely. I don't have any evidence for this but I'd wager that plot synthesis and comprehension of television shows is greatly improved by CC. Or maybe it's that people who use CC tend to value and perform better at synthesis and comprehension? Regardless of causality, CC seems related to an individual's desire for more active entertainment.