I'm having trouble with this too. Your 522 and my 625 were SD receivers, and their sole outputs were analog. There was a standard for the CC signal, which was to encode it as part of the picture (line 21) in the vertical blanking interval. The VBI is not visible on a properly-adjusted TV. So, when we muted our TVs, then the TV automatically turned on CC. Very convenient.
Now enter digital TV. There is no part of a digital video stream that is not part of the picture, so the CC information has to be carried elsewhere, such as a different (data) stream. Are you connected via HDMI? Component? I'm using HDMI, but possibly the answer changes if you're on component. It seems I can manually turn on CC on my Vizio, so this extra data stream must still be present over HDMI. But there appears to be no setting where it will come on automatically when I hit the mute button on the TV.
All illumination welcome.