Bazarr writes the subtitle file beside the media file, so Emby finds it and the track behaves like one that was always there. Its address is deployment configuration; this switch only decides whether viewers may use it.
OpenSubtitles hands back a file rather than writing one, so Memby keeps what it fetches and serves it to the television itself. Titles are matched on their IMDb or TMDb id, which is exact — there is no guessing at a name.
Only files fetched from a provider that cannot write beside the media file are kept here; they are served to televisions as ordinary tracks on every later playback. Emptying this is safe — each one can be fetched again, at the cost of the download allowance that fetched it.