If you go to Korea and watch any TV channels, you basically see no local channels that provide subtitles, except that when they broadcast Western (English-speaking) movies, where you will ALWAYS see Korean subtitles. If you go to Japan, you also hardly see any local channels that provide Japanese subtitles, except for the English-speaking movies, or sometimes daily news (if I recall that correctly).
Again, let's try another country, say, Germany, and watch the local channels there -- same thing, no German subtitles, except the broadcast of English-speaking movies. How about Spain and Latin American countries? Same theory applies: no Spanish subtitles on local channels except when broadcasting English-speaking movies. Even when we go to a typical English speaking country (e.g., Canada or USA), we possibly do not see such subtitles, except for the cases, where the channel serves for the audience with hearing difficulty, or this is a kids' channel that helps children learn new knowledge.
So suddenly, we start realizing that in the Greater Chinese region (大中華地區), including mainland China (中國大陸), Taiwan (臺灣), Hong Kong (香港), Singapore (新加坡), and even overseas Chinese communities (海外華人社區), almost all TV channels ALWAYS provide corresponding Chinese subtitles (regardless whether it is in traditional [正體] or simplified [简体] Chinese format) to the audience, from daily news (每日新聞) to TV dramas (電視劇集), from entertainment programs (綜藝節目) to political talk shows (政論座談), and sometimes even on the commercials (商業廣告) ! This is certainly a great news to any foreigners who are dedicated to learning the amazingly Chinese language.
I understand that it is a pain to watch a TV channel whose broadcasting language is not familiar while there appears none of the corresponding subtitles, but this is somehow we need to cope with when learning foreign languages. Good luck and hang on. :)