You can remove the the captions by clicking on the caption style menu on the left side of the screen, then clicking "Advanced Settings", then clicking 'Hide captions for whole video'. On mobile, this is in the pencil/ruler menu in the top left corner of the video editor.

You can remove captions for an individual scene by clicking on the scene captions menu on the right side of the screen and clicking 'Hide captions for scene'. On mobile this option is available on each scene card: