OK. Some good points. I do have a harmony 520 remote, and I could certainly set up a macro to go through all the dish menus and turn the CC on. My experience with macros is not good. Its iffy that they will work on a consistant basis depending on how you are holding the remote. Also, I would guess this macro would still take 15 -20 seconds to run.
When Aqualung talked about multiple signals from the remote, that's making an assumption that I'm not sure is correct. Would there really need to be two signals sent. One to the TV for mute and one to cc? Afterall, there is software in the DVR. One signal could start a software subroutine that turns the CC on, and 2) cuts the audio signal from DVR to TV. I agree that I wouldn't want to DVR to do volume control, and that part is better as simply a signal in the remote that controls the TV. But why not volume on off? I see the point about the possibility of blown speakers, but a mute symbol could be displayed in the corner of the picture, as in any TV.
My objection is that CC on mute works just fine for my TV when I'm watching OTA, which I do rarely. Its a menu option in the TV, and it works perfectly. When I watch the DVR it won't allow the TV native CC to work. CC is simply a line or 2 of code contained in the very edge of the picture. It is there in most broadcast signals, and presumably in dish signals, or it wouldn' work at all. So why does Dish not allow my TV to display the CC as set up with the TV remote? Dish is somehow blocking the TV taking this action. It would be great if they would just do a CC button as Noremac suggests, but I doubt they are going to ship new remotes to everyone just for a feature or two. In the meantime just leave the TV signal alone and let my TV work as it should.
Thanks to everyone for their thoughtful responses.