I have SSD (Single Sided Deafness), and while the first game in this series had captions this game decidedly does not. Not only that, but the background music was really loud and you couldn't change that in the settings, so I had no hope of trying to strain to hear what was said. There's absolutely no reason that a game that conceivably has a script can't have captions. This is an easy hurdle that they fell face first over.
