Closed Captioning Doesn't Display

I was able to turn them on using the cc button in the player when I watched your video after I published it to review. 

You can enable them to show by default by creating this trigger: 

One thing to keep in mind is that you have the Video Player Controls turned off, but the Storyline Player turned on. If you're putting this in a Rise course, I would probably do the reverse, and turn off Menus & Controls in the Player for Storyline, so that the user sees the video and the video controls. If it's just the video, there's not much they are getting by way of the Storyline player.