SW generally hasn’t had captions to introduce planets - it would kind of clash with Lucas’ preferred cinema verité aesthetic used in the OT.
I don’t know if I’d really call Lucas’s preferred aesthetic cinema verite. Star Wars is about as far from something like say a Cassavetes film as you can get, stylistically. Certainly some things were inspired by documentary filmmaking but let’s not forget that documentaries use captions all the time.
Once again we’ve fallen into the trap of comparing a presentational element of this film with previous SW films. Rogue One is a stylistic departure so all bets are off when it comes to tradition. Many war films use location headers so RO would be keeping in line with them if it did as well.