Huh. There were subs, the languages used were English, Mandarin, and Indian. Which was really weird, but kinda cool.
Edit: so, just out of curiosity, checked it out on amazon, and there's a review at the top saying yes, it does have captions, but amazon changed how their player works right before it came out, and since they didn't let anyone know about the new controls, people aren't finding the captions.