Closed-captioning is certainly a need and we would love to see that available! We work with independent producers, and they are responsible for the choices concerning a product, including language translations and closed captioning.
If you would like to know if a particular product has closed-captioning, the best would be to reach out directly to the producer of that media and suggest, or ask if it is available. Most of the producers can easily be found by doing a Google search for their name and "contact". It could help create awareness for the need if enough of our customers give feedback to the actual media creators.