Without the "caption"？

I still remember my Health Care Management class last week.
Because the teachter let us see a research interview which topic is about the strategic alliance and it made from the CNN.
At the beginning, even though the "pure and fast" English distracted me, since sometimes I did not understand what the people say.But finally I found the most thing annoying me is the whole interview without the "caption".
Maybe because of in Taiwan's TV, almost every shows with the caption. This time in the CNN, without the caption, I felt that I lacked a sense of security.
However, the teacher told us that in America or other countries around the world, it is so common for their TV shows without the captions.
All in all, this experience was so impressed to me, but I hope when the next time I see such interview, I can get more easily.