No, you can have no caption tracks be a default. The expected behavior in that case is that a player will not have captions selected when first playing the video, with the exception of when the device accessibility setting CC + SDH is toggle On, in which case a track that matches languages with the device's language (e.g., for me, any of the "en" tracks) will be selected even if it isn't marked as the default one.

The suggested workaround, running Activity Monitor and Quit - Force Quit'ing "coreaud..." worked for me. Apparently, the same can be done by running sudo killall coreaudiod in Terminal. I suppose restarting the mac would also accomplish the same.