What you actually said was that you downloaded movies that "you know" include CC. How might you know that? Movies are not produced with CC, as there is no reason for it in a theatre. CC can be added to a copy that will be pressed as a DVD or made available for broadcast, but that does not mean that whatever copy makes it to VOD comes from that source, so there would be no proof that they include CC simply because certain other versions do contain it. WHile these movies might contain it, I would not expect everything on VOD to comply with regulations that VOD does not need to comply with.
A better test would be to see if there is a "CC" logo on the VOD copy of the movie itself. If so, that implies a captioned copy, and it then indeed becomes an issue for DTV to address. Otherwise, you may just be out of luck. I would complain to them anyway, as they may not even realize there is a problem and they probably do want to provide content that does have CC, just for folks like yourself.
There is another issue, which could be that these movies don't have the correct "flavor" of captioning. "608" captioning is analog, and if a movie is captioned in that way, you may need to use the analog decoder in your TV (which might even just fix your problem). ATSC uses "708" digital captioning, and I believe DVB sat has adopted that as well. 1/10th of the data stream is reserved for carrying the original analog captioning ("608" captions in a form that can be decoded by the "708" decoder), but that does not mean that it has been incorporated in to the "708", even if the "708" is truly there. Or it may be a different flavor of "608" (there are four, service 1 being the most common). Again, since VOD does not have to comply, there may be incompatible captioning even if there is captioning or a CC logo. Hopefully that is rare, or will eventually fall in line.
Many of us are not hearing-impaired, yet we still use CC on occasion. Certain actors (the kid who played "Seth" on "The OC" comes to mind) don't project like stage actors do, and are just mushmouths (although I enjoy his work other than that). English accents seem to trip me up, listening to dialog in "Torchwood" is sometimes an exercise in futility (even though they are supposedly Welsh).
This is why I consider the one-button (well, 3 button-presses, actually) CC on the HR2x to be a huge advantage over the way the HR10 accesses it (which means suspending the playback and pressing up to 20 buttons). If I miss a key word, I just skip back and use that feature.