I usually dont create the captions in Premiere Pro. Rather, I create the TXT file of subtitles/captions, and then I upload that to YouTube auto-sync captions. It takes a day or two for YouTube to sync my captions with my voice.
Also, if I add captions in premiere pro, then those captions will be stuck to the video forever. I mean, we cant edit later. But YouTube subtitles can be edited any time. Also, the captions on YouTube can be auto-translated into many languages to many viewers around the world.