Create discrete captions for separate audio tracks

I'm trying to create two discrete caption/subtitle tracks from two audio tracks. I'm able to get one track to work, but when I try to create the second captions track on the second audio file, a Lock icon is shown with the message: "Caption file is in source preview mode and must be added to sequence to be editable." 

I don't understand this message because the audio file in question is added to the sequence. I double checked it's added by double-clicking the audio region and selecting the "Text" tab in the editor, which is where I get the Lock icon and message.

I've seen other uses successfully accomplish my goal, I'm just not sure how.