I can play that stream (in UK). And it doesn't have close captions on LibreELEC on Pi.
It does have closed captions on VLC.
I installed kodi on Ubuntu 22.10. It describes itself as:
Kodi from Debian (20.0-ALPHA2 Debian package version: 2:20.0~alpha2+dfsg1-1build1). Platform: Linux x86 64-bit
and it behaves the same as kodi on pi. No subs or closed captions visible (although I can choose between two options).
As this seems to be a general kodi issue, it's best to report it here.
Make sure you follow the template, include a debug log, indictate which versions of kodi this worked on, and which it fails on
Include the URL to reproduce the issue, and hopefully someone who knows this code can help.