This setting only affects how the controls are set when you add files to the multiplex settings. Meaning the subtitle tracks will only be enabled if their language as detected right when adding it to the mux settings matches one of the languages in the list in the preferences. Changing the track’s language manually later has nothing to do with this setting.
You can post screenshots of the preferences page & the track list pane right after adding the track before making any changes if you still don’t understand what happens, and maybe we can see what’s up.