Urdu is traditionally set in Nastaliq, the sloping style where each word cascades down toward the baseline. It is what Urdu looks like in print, and to a reader it is simply what the language looks like.
Digital media has largely gone the other way. Naskh, the flatter Arabic-style script, sits on a consistent line and is far cheaper to render, so it has become the common default. Nastaliq needs many times more glyphs and genuine two-dimensional positioning, and its fonts run to megabytes, which is why editors and players reach for Naskh instead.
The consequence for subtitles is blunt: a subtitle file carries text, not fonts. Ship an SRT and the player decides the typeface, which usually means Naskh. The captions are readable and correct, but they will not look the way Urdu is supposed to look, and some of your audience will notice.