Perhaps this is nothing new for you, but I just noted it when testing.
An MKV file shows in Infuse that subtitles exist (Finnish, default). However, even though selected, these subtitles are not shown during playback. In VLC on Mac these subtitles work just fine.
I took a look at the MKV file, and it appears that the subtitles in question are in WEBVTT codec. Could this be the explanation: does Infuse not support VTT subs? Would it be possible for you to include VTT subs among the subtitle formats supported?
This is sort of an important issue for me, as certain TV programmes I save and watch on Infuse seem to use this VTT format now.