Subtitles in other languages

Does anyone have an issue where subtitles don't appear on Apple TV when speaking in other languages? I typically have on the subtitles for English but if I'm watching a movie in English & they switch to another language for a few minutes, it won't show the subtitles so I have no idea what they're saying. When that happens I turn off the subtitles or switch them to Auto instead of English to see if that helps but nothing! I'm left in the dark for however long they're speaking in a different language. Any ideas?