I think it is about ethics due to the possibility of misleading some members of the public.
Have googled and apparently someone did write in to complain about the scene to the BBC Editorial Standards Committee, but the appeal did not qualify to proceed for consideration by the Committee.
"The narration was carefully worded so it did not mislead viewers, talking about polar bears in the wild in general rather than the specific cubs shown."
"On the question of informing viewers how the scene was filmed, audience feedback indicated that for natural history programmes on-screen explanations spoilt the viewing experience for the majority. Information was therefore placed on the BBC website."
downloads.bbc.co.uk/bbctrust/assets/files/pdf/appeals/esc_bulletins/2012/jun.pdf
I personally think that it would be better for the narrator to mention that the next scene was filmed at the zoo and explain why. That would be better than having an on-screen caption and it would remove any possibility that any of the audience had mistaken the scene as having been filmed on location in the wild.