This started happening to me at least a couple of years ago. I watch YouTube all day long and had always liked bringing up the YouTube channel on Roku (this happens on any of the Rokus), bringing up YouTube on my phone, and connecting them. Easy to comment, like, pick more videos, control my queue, etc. Then out of the blue, CC is on. Hmmm? I turn it off on my cell. An ad plays, the vid I was watching continues, and again CC is turned on.
From there, over 2 years ago now, I started looking for real answers. It's frustrating. I usually don't connect anymore. Sometimes I do, and still today I'm forced to turn off CC for every video, for every ad. Makes me want to scream.
And yes, I've turned off CC on every freaking device in my home, it has NOTHING to do with that. There was a bad update somewhere, and there's been no effort to figure it out.