Your post double question contradicts itself.
Asking “why are there no subtitles?” Then immediately asking “how to turn them off?”
Not all programs are given subtitles. For instance all Alibi content doesn’t have subtitles.
The habitually imprecise Now Help does not explain that in many cases, you have to press Pause, or sometimes OK, to make the controls including the speech bubble appear in the first place, without which step you can’t navigate to it at all.
Nor that the setting will only persist, at best, when you watch further episodes of the same programme back to back. The rest of the time, you have to set it anew when you start, or restart, a different programme.