Update doc to make it clear that captions button will be hidden if no caption track provided

[lelbarton]

It seems obvious stated like the subject line, but I lost some time trying to "fix" the controls config because no CC toggle button was appearing despite having added "captions" to the array of controls passed to Plyr. Turns out that the example video I was given simply doesn't have a captions track, so hiding the button makes total sense, but maybe worth mentioning this behaviour in CONTROLS.md? Thanks!