The closed caption text won't display in video for Captivate 2017

Captivate's closed captioning text is part of the skin, not the body of the project content.  If you are publishing out the content as video, you won't get the captions.  To have captions with MP4 output you would need to add Smart Shapes or text captions containing the CC text and time them to appear in synch with the video audio.