If a movie or show has Subtitles enabled by default even when you do not have them turned on, it is embedded in that movie or show.
To remove them, you will have to find a source that doesnt have them embedded.
If it is a Movie that has not come out on DVD or blue ray then that is just how it is, when it is released without subtitles it will automatically update.
If it has Foreign subtitles, again it has not come out as a version without them embedded yet & will update once it has.
Changing The Source for Subtitles
If you are having an issue with a sub tittle source, such as OpenSubtittles.org, you can change it.
Go to System > Add-Ons > Install from Repository > Subtitles >
Click on the what that is Enabled – probably OpenSubtitles.org
When that is done, choose another source, try 1 of the 2 other Open Subtitles Unofficial ones
After you click it, select install