My hearing being what it is, I most often use Closed Captions myself. I usually turn it off on live events where the live captioning trails too far behind the audio to be of much use.
I've noticed that changing the CC setting in some (all?) channel apps changes the Roku default CC setting also.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X