Burning subtitles permanently into video: PROS and CONS
In case you consider whether to burn subtitles in video permanently of just bind video file with subtitle file, keep take a look on following article, describing pros and cons. List is not full, but covers main aspects.
Advantages of burning subtitles directly into video
You don't care about whether your player can bind subtitles to video or not.
You can view a video on every player without solving a problem with an additional files with subtitles.
You can use almost every video player with proper codec
Different video players work with different subtitles format files. Just image, that before you watch the video, you have to check, if subtitles file format is suitable for you (.vtt, .srt, .ttml etc). In case format of your subtitle file is inappropriate, you can surely convert it, but it will take time. In case subtitles are burnt in video, you don't have this kind of problem.