HLS embedded Captions not Display in First TS Segment

We are attempting to display WebVTT captions embedded in an HLS stream in an SDK app.

On all the Roku devices we have tried, they display fine and are in sync from the 10 seconds onwards (from the second TS segment onwards), but do not display in the first 10 seconds / first TS segment.

Any ideas why this could be happening?

Thanks