I just want to leave a comment to the people who said they turn it on for movies because they can't hear the audio over other movie sounds.
If you can't hear the audio clearly the director didn't want to you to hear the audio correctly. Some scenes especially with thick accents the point is to be ambiguous, you having captions on is basically a cheat code to get more context than the director wanted you to have.
Same goes for when someone speaks a foreign language, if the CC is not baked into the video layer I assume the director wanted me to be in the shoes of someone who cant understand a conversion and guess the characters intent.
It's like reading a novel with pictures on every page, you don't need that much context, it robs your brains ability to infer with missing context.