However Safari on a Mac computer is a special case, as it behaves the same as in iOS Devices. It loads the mobile stream (HLS), note that other browsers do not have that ability of doing this and they load the MP4 stream.
If our player finds that the video has a Closed Caption file associated (DFXP) it will try to show them, and it will not in case it is a platform/device we don't support.
Workaround: If you don't want to show them here as well, you could use our Player API. The function setClosedCaptionsLanguage(language) will do the trick, you just need to send "none" as a parameter: