CC is for captions which are required by law in the US (they're always in English at a minimum) and can be turned on and off by the user.
Subtitles are different and are typically burnt into the content.
It's unfortunate that the PC store doesn't display subtitle information, and I'll file a bug with that team.
As a workaround, you can use the website (https://www.microsoft.com/en-us/store/entertainment) to buy content if you desire, I've confirmed that it does display audio and subtitle information.
I suspect you'll run into issues buying US content due to a mismatch of physical location, account region and billing information.