Why don't VTT subtitles work in KM Player?

Question

I'm using KM player to play some videos from my downloaded Udemy courses. These videos are coupled with VTT subtitles.

Since the .mp4 and .vtt files have the same name, I'm supposed to see my videos with subtitles. But nothing showed in the bottom of the videos.

I followed some advice on Youtube and tried converting the .vtt file into .srt format (including removal of the beginning "WEBVTT line and replacement of "." with ",". Still, nothing changed.

Can anyone help me with this problem? Thanks.

P/s: It happened regardless of the tool I used for playing videos, being KMplayer, VLC or MPC.