I have a TCL Roku TV. I enabled closed captions using Settings --> Accessibility --> Captions mode -> On always and Settings --> Accessibility --> Captions style -> Text size -> Extra large. When using the Apple TV app (installed on the TCL Roku TV, not on a separate ATV device), I get closed captions, but the size is impossibly small. The captions are fine when watching Netflix. I can also get suitably large closed captions when watching YouTube content on the Roku TV. My guess is that the Apple TV app on the Roku TV is defective.
Thanks for the post.
For more information about that channel's features and functionality, you'll want to contact the channel provider support directly to inquire further. Many channels on Roku are developed and maintained by the channel provider themselves.
Thanks,
Danny