What you're doing is by direct command. It does not work sometimes as you have encountered. Also, there's a possibility that when you turned the subtitle off in the root menu, it stays back on when you play the movie.

You're encountering a situation where the subpicture command is retrieving the value from the register by way of indirect command, e.g. sub-picture = R[x]. The proper way is to find this key register that holds the nonvalue and change it to 0. Start from first play and trace it through. Don't change it for all occurrences of this register though, only do it before the menu or the movie starts. Most of the time, you only need to change it once.

There are also guides in different forums for turning subtitles on/off by default but I prefer my way.