Support captions / subtitles in MP4 & MKV files.
Windows 10 Movies & TV supports SRT files. This is nice, but it's not really enough.
I know there's no end of anime folks asking for subtitle support in MKV files, so you can ask them what formats are prevalent there.
In the MP4 container, there's space for multiple "sbtl:tx3g" streams (aka "mov_text") to carry subtitles / captions, either to provide access for people who are deaf or hard of hearing, or to support multiple languages. You already support multiple audio streams, you already support subtitles in external SRT files, subtitles in alternate streams should be a small addition to support. Also, ideally, support MP4 sbtl:tx3g subtitles in Windows Media Player.