I've been using the Android TV app for a few months since I upgraded to a Sony A9G TV.
I always notice that when first trying to watch a recorded TV program that subtitles aren't displayed automatically even though I have set them to Always in the settings.
I have to use the down button on the remote to access the OSD and click over to the subtitle optons and change them from None to English DVBSUB.
I have also noticed when watching Live TV in the app I get the rotating circle after selecting Subtitles.
I discovered this behaviour when testing for the above problem.
It isn't a problem for me as I always watch live TV using the OTA tuner in the TV set.