most modern rips put the subs directly into the media file, and most players can handle both separate srt subs and built in sub tracks, for example on something like plex or jellyfin it would have automatically loaded that file and it would've been one click on the player to turn them on if your settings didn't have them on automatically. But ultimately whether you find physical or pirated copies more convenient is mostly just a matter of familiarity and investment into one or the other.

On one hand if you set up jellyfin or something and some fancy torrent stuff you could have whatever movie you want more or less in pretty short order, and browse the library from a variety of devices with a consistent interface, which can be pretty convenient, or with physical media you can physically peruse which has its appeal, and you presumably already own a nice dvd/bluray player that you are familiar with the interface of, so you won't have to dork with the settings each time. But both require some investment, accumulating a library of physical media takes time, as does storign and organizing it, buying a nice player costs something. But with digital you have to have a computer with a non-trivial amount of hard drive space, and spend some time setting up whatever software you want to run, learning what the options are, etc.