Subtitles removed after merging a 2-part docvumentary

I have a documentary which is in 2 MKV files.
When I play each file independently I can turn subtitles on/off.

After merging into one file, the subtitle option is not even available.
Is there a way to maintain the subtitles after merging two mkv files?

Thanks

Two possible explanations:

  1. The source Matroska files contain subtitle tracks of types that aren’t supported by MKVToolNix but are supported by your player. This is unlikely.
  2. There are external subtitle files with the same name as your source files. A lot of players auto-load external subtitle files upon playback if their base name (file name without extension) matches the played file. For example, The Documentary (part 1).mkv & The Documentary (part 1).srt