I've tried to capture this as best as I can in the attached screenshot, but the summary says it all. You used to get a subtitle for "Shulker Opens", "Shulker Closes", and a few others as well, and now there are none. This makes finding shulkers in end cities without access to sound much more difficult.
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So, I'm inferring from your comment that you're only supposed to get subtitles for sounds that are on? This is not the case for 1.15, so maybe my ticket is really that the behaviour has changed. I'm attaching some screenshots - one from 1.15.2 where you can see that all the sounds are off, but subtitles are still appearing, while that behaviour has disappeared in 1.16.
My apologies, I forgot for a moment that this is indeed a bug and has already been reported, see MC-192323.
I am unable to reproduce, make sure none of your sound settings are turned off - if that is not the problem, please provide a screenshot of your game with the F3 debug screen enabled.