No programming content has closed captioning data included unless it was programmed in when the files were created. You'd think it would be in the advertisers' interest to have CC included but it is often omitted.
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. If this post solves your problem please help others find this answer by clicking "Accept as Solution.".
Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X