Each TV episode or movie I play is currently displaying subtitles. I play the videos directly from On Deck or the Recently Added list without going into the pre-play menu. If I pull down the top "drawer" during playback and go to the "Subtitles" tab I can see the tick next to "Off" showing that the option is correctly selected but subtitles are being shown nonetheless. If I click on the already selected "Off" the drawer disappears and the rest of the video plays with no subtitles as expected. Although fixable it is getting to be bit tedious having to do this for each video.
I can find no global option within the Plex app settings to disable subtitles. "Burn Subtitles" is set to "Automatic" which I believe was the default option. I don't know if it makes a difference but within the Apple TV settings "Audio and Video" section I switched "Subtitle Language" to "Off" in the hopes that it would fix things but it had no effect (I don't know whether those device-level settings impact the Plex app or not). I've never had this problem on any other Plex app. I've mainly used Plex Home Theater on Mac and the Xbox One app but also the Fire TV, Smart TV and iOS apps and never had to manually disable subtitles. Hopefully this is a bug which can be fixed.
FYI I am using tvOS 10.0 and running the latest TestFlight build of Plex - 1.4 (3312). I updated to the TestFlight build around five days ago but I believe I experienced the same issue on the latest App Store version of Plex before updating. My PMS is running version 1.1.4.2757 and I have a PlexPass.