While the DVDs do not have a subtitle track, you can get subtitles on these.

I have a home theatre system hooked up to my television. By accident, I hit the mute on the TV (normally I don't have any sound coming through the TV proper as it all goes through the home theatre system) and subtitles popped up. I haven't checked every episode/season but I'm in the middle of season 4 right now and they are working when I do it like that.

Not sure if that helps anyone but I wanted to let you know.

Enjoying the series...

D