Where did you check? There are 2 places and the one under ‘Server’ settings is only used if the server is not signed onto a plex account.
Go into your account
https://app.plex.tv/desktop#!/settings/account
and open the the ‘Audio & Subtitle Settings’
Make sure the checkbox at the top is activated
and that the selections underneath do mirror your preferences.
https://support.plex.tv/articles/204985278-account-audio-subtitle-language-settings/
Please post the contents of the Plex XML info of one such video.
You might also want to read this: [BUG] Automatic subtitle selection isn’t working since last update
