Is your feature request related to a problem? Please describe.
Configuration only allows the user to specify that closed captions default to Off or On.

Describe the solution you'd like
I'd like to offer another option to default to the Last Captions State. With this option, when a user turns off or on captions while watching a recording or Live TV, that behavior will carry over to the next recording or Live TV viewing instance. Turn on captions, and they will continue to appear until you explicitly turn them off. Turn off captions and they will not appear until you explicitly turn them on.

Describe alternatives you've considered
User can go to Setup -> Video -> Playback OSD -> Always display closed captioning or subtitles to switch from default Off to default On or vise-versa. This requires a large number of clicks and cursor movements which is why it's not a practical solution.