kokobook They seem to be working fine on all of the random titles I just checked. If you're watching something that doesn't have sub files, then it's likely that there aren't any available at this time.
Subtitles are added automatically and can't be manipulated by LM, but if there is a movie or show that doesn't have the subs you want, or if the active set isn't working properly, you can always go to sites like opensutbitles.org, download the relevant subtitles and upload it directly to the player as a custom subs set - just make sure it is in .srt format.