Well... of course, if it is a language that I don't understand, e.g. if I'm watching a kdrama or anime, then I watch with subtitles.
There are times when I watch with subtitles despite the fact that I can understand it really well.
Whenever I watch Danish stuff on that one Danish website, where I often watch stuff, I watch it with Danish subtitles. Sometimes it helps me know how a word is spelled and stuff. Like when I watch the Danish version of The Great British Bake Off, it makes me know how to spell some "foreign baking words".
Sometimes I turn on the subtitles for stuff not even knowing why I do it.