I did some testing and I think I figured out what's happening. It's not quite what I thought it was, and it's a bit of an edge-case that maybe only a strange person who watches programmes weirdly might find. I sometimes watch parts of programmes on the first fast forward speed (not quickplay) because you can still see subtitles at this speed. But it seems you have to put subtitles on first and then fast forward. So this works fine:
Start watching a recording (or rewind live TV a bit and press play)
Press 'subtitles' or use 'info' to switch subtitles on
Press fast forward once (>>)
Subtitles are still displayed
Press play or << subtitles should still be displayed
Press subtitles again to switch them off. All good.
This doesn't work:
Start watching a recording (or rewind live TV a bit and press play)
Press fast forward once (>>)
Press 'subtitles' or use 'info' to switch subtitles on
At this point, no subtitles are displayed, but the system thinks subtitles are on. And if you press play or << now, the subtitles still don't appear. Because the system has (correctly) set subtitles to be on, however, if you stop watching this recording and go to live TV, subtitles will be displayed.
So, like I said, it looks like it's not something that would trouble most people. I think technically it's a bug, but pfft... not one worth worrying about.