Welcome to the Roku Community.
For some service providers, closed captions settings can be found within the channel. We understand that you cast your YouTube app onto your Roku TV, and it seems that the issue is only occurring on YouTube. If this is the case, you will need to adjust the settings within the YouTube app.
Here are the steps we found for turning on or off automatic captions for YouTube videos. Please try these out and let us know if it helps. If the issue persists, you may need to contact the service provider for further information on closed captions.
If you still need help, please don't hesitate to keep us posted.