No, it has never changed. The decoding is done by the last item in the chain (in most cases by the TV itself).
Right now I have DishNetwork using their HD receiver, and with that the receiver is the part that decodes the CC, and sends it over the HDMI to the TV. It is not perfect (the SD channels get good CC, but some of the HD channels the CC can be jumpy).
Same happened to me through the cable line to my HDTV's captioning.
I wish HD captioning should be fixed right away or sooner than later.

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I then tried my 1 year old sony dvd player all the component wires (s-video, 3 and 5 wire) and all work just fine. So I'm convinced that the problem is with the box. After a wile of research I managed to access the menu on the box that comes out when its off. I turn on the captions in the box and there they are Closed Captions on all HD channels.