As far as I can see, DefaultTrackSelector allows to automatically select a text track based on the preferred language. But I don't think it's possible to have the same auto-selection mechanism for closed-captions track, as they don't have any associated language. Would that be a valid enhancement request?
My use case is when the user is switching between 2 TV channels, if closed-captions were enabled in the previous channel, it's very likely the user still wants them enabled in the new channel. Having that capability built into DefaultTrackSelector makes it easy to handle.