What they told you is misleading.
Transcoding and burning in subtitles for Plex and similar only happens in some cases if your streaming device doesn’t support image based subtitles. Plex themselves could fix this on a lot more devices but don’t.
10 years ago it was the case that there were a LOT of issues with anything but text subtitles. These days it depends. If you’re running it directly off a smart tv (bad experience anyways, not recommended) it’s likely to be an issue. If you’re using an Android streaming device or Apple TV or gaming console there’s a good chance the subs just work.
Truth is lots of things can force transcoding with Plex including using certain audio formats in certain media containers. Most of these days picture subs work. If you can get text subs it’s not a bad thing but I wouldn’t go through the hassle of doing flawed OCR unless you can confirm it’s an issue you’re experiencing with your setup.
As an extra step you can block DNS requests to external services from within your network to prevent devices trying to reach hardcoded for example Google DNS servers to bypass your filtering which isn’t uncommon with some IoT/streaming devices. Best to both block the known IPs as well as have DNS redirects for the urls that point back to your firewall at whatever IP it’s using to serve DNS from. There is a list called DoH servers by name or something like that which you can add to the blocklist to try and prevent usage of any DNS but your own.