It could be the text side channel, some stations have the regular, the closed caption, and a text side-channel, if the station does not have a text side-channel, the box won't show up (at least on mine it don't).
i.e. on my remote I have 3 modes, normal, closed caption, and text.
It could _still_ be the closed caption, and her TVs firmware may not display a box if no CC is detected.