I think ít´s the same as on Austin Powers :Spy who shagged me
(Scandinavian Version by the way)
When you go into the subtitles menu you only have a choice of Norwegian, Swedish, Finnish and Danish but if you dont choose any and go to the play movie in that menu you dont get any subtitles.
It does that on nearly every Danish disc I've got but all can be switched off with the "subtitle on/off" button on my remote. If there's more than one set of player generated subtitles it has to be selectable otherwise there'd have to be 4 different versions of the film on the disc, surely