Reading is a good way to learn Spanish. Listening is a good way to learn Spanish.
It is often very useful to hear what is written. This can help students understand that words are blended together in normal speech and that the language has a particular cadence.
A short clip from a documentary provides a break from the routine. It allows the students to listen to the cadence of the language. It gets them away from stilted, boring, and mostly useless textbook dialog.
When you think about it, your instruction in Spanish is far better for the students. Why? Because the flow of language isn't contrived. I suppose you're asking questions and expecting responses in Spanish. None of that is subtitled, but proves to be effective.
If students know they may be asked about something they heard, you can be sure they are trying to catch your every word. If they know they'll be quizzed about the clips you show, you can be sure they're using their listening skills to make sense of everyday language as spoken by native speakers. That's a great skill to have.
Your students will feel much more comfortable when they hear the language spoken outside of the classroom. They won't be at a total loss because the subtitles are missing.
