A feature I like in Roku is to turn on closed captions on replay. This being a Roku feature is irrelevant. That's just where I saw it first.
I usually don't want closed captions because it's intrusive and unnecessary. Enabling them for a replayed segment is useful. One of the reasons I do that is because I didn't understand the dialogue.
If I recall correctly, Roku does it only on instant replay (the circular back arrow), not on rewind. Channels could associate it with clicking the left arrow on the click pad outer ring, but not with holding it down. Captions should end when you get back to new content.
I suspect this would not be difficult to implement.