Thanks for tips but that ain’t happening to me as I’m not the only one in the family watching…
It used to work previously so it’s either iOS changed their policies and/or Plex server themselves broke something.
Workaround now for iOS/Mac players:
Without Direct Stream
iOS Settings > Advanced > 
Allow Direct Play
Mac Desktop Player Settings > Debug > Allow Direct Play
With Direct Stream
iOS Settings > Advanced > 
Allow Direct Play
iOS Settings > Advanced > Use Old Video Player
@keksznet thanks for the Tautulli tip that led to the above workaround. Means Plex is actually picking up the option to play subtitles.
@MasterTX thanks for unmarking as solved.
