There is no user option to do so AFAIK. I am unclear if the media files can include 'soft' subtitles that automatically come on in selected parts of the movie where there is foreign speech, though this is possible - there was a foul-up with subtitles on Avengers Assemble where there were two sets of overlapping subtitles one presumably burned into the frames, the other appearing when they were talking Russian or whatever it was, but you did not need CC enabled for both to appear.
Occasionally movies are encoded badly and this may be an example - I suppose the question is whether or not you'd see subtitles for the Russian parts in the cinema - if so I'd expect them to be 'burned in' or forced 'soft' subtitles as part of each frame only for the sections where they'd be relevant.
Maybe drop iTunes Store support a note about the rental/purchase in case this is an example of a badly encoded file. They drop some real clangers- for example The Robe is described as the first widescreen movie but the version on the store is 4:3 pan and scan!