Look at the Media Info for a TV episode. Do you see EIA 608 listed as one of the codecs?
That’s closed captioning. It is part of the video stream, not a separate track like audio or subtitles, and not burned in either. See this Wikipedia article for details.
I haven’t tried it, but this might help: SOLUTION: EIA_608 Subtitles Suck - Here’s how to automatically replace them with srt goodness
Edit: Check the end of the above thread. Looks like there is an updated version: