The first time I went strolling through the campus of Gallaudet University, I expected it to be pin-drop quiet. Quite the contrary, music could be heard booming out of a few windows (dorms, I think). Also, the library was not as quiet as you might expect. This was quite some time ago, and since then it has become clear to me that deaf people do indeed enjoy music on a different level than the hearing.
I frequently see groups of people signing at local dance clubs, where the music is so loud you can feel it pounding inside your chest. One of my best (deaf) friends sometimes rides in my car and rests her hand on my dash board speaker, bounces her head in time with the beat, and (if it’s a Madonna song) can almost always tell me what song it is.
With regard to the OP, captioning is strictly up to the producer, and depending on what rights are given to the network, captioning may be added at a later date. The Wizard Of Oz now airs with closed captioning, but that certainly wasn’t done in 1939 when the film was made. Now for more than you even wanted to know about captioning:
Captions usually appear as one or more lines of print inside a small window near the bottom of a TV screen, transliterating spoken words, sound effects, and music typed as words and symbols. Captions may be produced live, or added during post-production.
Post-production captioning is done off-line on a caption station; a dedicated personal computer with specialized software. This is different from real-time captioning, which is used primarily for live broadcasts.
Off-line captions can be recorded open or closed. Open captions can be seen at all times and cannot be hidden. A decoder is not needed. Closed captions can be turned off or on as preferred, but must be viewed through a decoder. All television sets with 13 inch or larger screens that were manufactured in or after 1993 are required to have built in decoder.