I started watching a moive the other night on my Sony Bravia Android TV via Google Play Movies & TV and found the closed captions active. I turned them off and watched the movie thinking it was fluke.
But then, I switched over to watch a few episodes of some televsion shows I purchased through the Google app to find the closed captioning enabled for each of these. No matter how many times I turned it off, the next episode/movie would have it enabled again.
After calling Sony (and having them point to Google) and calling Google (who thought I had turned them on myself), I was at the end of things promised a call back the next day. I think it might have come two days later, but I had already determined the problem.
I had jumped through the hoops of clearing data and cache and force stopping the app with no effect. It later dawned on me that a tech had me remove the updates for an app and reapply them for a different matter in the past. I gave that a shot.
What I discovered is that version 4.14.22-tv of the Google Play Movies & TV app automatically turns closed captioning on for everything. Switching it off only applies ot the current show (episode or movie). The next selection will take the new global, unctrollable setting.
There is a small reddit thread started by someone six days before I found it. I documented whole experienece of removing the updates, having normal closed caption behavior, then reapplying the updates and going back to frustration land.
If you downgrade (remove the updates) in the meantime, you can enjoy everything as normal. My Sony Bravia will auto update the app, so I will be continuing the practice of downgrading until Google fixes this (I assume this is a bug and not some new default setting).