Well, you are right. I thought the CC was controlled by the Zenith. It is, and there is a menu option to control it within the Zenith. I'm guessing regardless of the setting within the Zenith, the CC is also passed along to the TV, because I investigated there and found the TV had its own menu system controlling display of CC and this had been turned on. I'm guessing it was my 4 year old playing around with the remote.
I learned something this evening, and am thankful to all who took the time to help me out!