Thanks Lauren for your response and adding my vote.
I think this would be a very welcome feature, which is ever more available on other applications.
I will continue to export the video, upload to Microsoft Stream to get auto-captions, then get the .vtt file from there.
The other feature regarding screen recordings that I would find really useful is the option to add the audio to slide by slide on view, try and test modes. I will have to clip the audio for the simulations where we want the user to complete the process, so they hear the conversation in order to complete the action/understand why they are instructed to complete the action, depending on the option selected.
Many thanks