Unable to view captions in a recorded meeting that was saved to local drive

Hello,

When we record videos to the Zoom cloud and playback the video, it will show captions, but when we record Zoom meetings with captions to our One Drive or local drive, when we play back it does not show captions.  the video opens with Windows Media Player.  I have set the options on Windows Media Player to allow captions when applicable.  Just curious why the recorded meeting doesn't open in Zoom and play the captions there.  The files are saved individually.  I have put in a screenshot of what the folder looks like.  Thank you