No, I didn't. Last I looked you couldn't at all. Apparently I can now, but not via my Roku. I have to figure out how to get to Netflix from a PC apparently.
Also note that you're usually limited to a certain video quality when watching on a PC. Unless thing have changed since I last checked, you can't go past 1080p on a computer; you have to be on a streaming device (Roku, AppleTV, etc.) This is why I usually watch streaming services through my Playstation even though I have the PC hooked up to my big TV.
Yeah, it's quite bad UX. The subtitles can also only be configured via the website, which is something not many people seem to know. On my TV the default subtitle settings result in blooming so I configured them to be yellow with a black border and transparent background.