Plotly not displaying the labs caption from ggplot

Question

I have this code for making a ggplot, which works fine (MRE with a built-in dataset):

mydata <- airquality
avg <- mean(mydata$Wind)
stde <- sd(mydata$Wind)
qup <- qnorm(p = 0.95,mean = avg, sd = stde)
qdown <- qnorm(p = 0.05,mean = avg, sd = stde)
N95 <- length(mydata$Wind[mydata$Wind < qup & mydata$Wind > qdown])
mydata$date <- as.Date(paste(mydata$Month,"-",mydata$Day,sep = ""),format = "%m-%d")

library(ggplot2)
g <- ggplot(mydata, aes(x = date, y = Wind)) + geom_point(aes(colour = "measurements"),pch = 16) +
  geom_hline(aes(yintercept = avg,colour = "mean"),lty = "solid",lwd = 1.2) +
  geom_hline(aes(yintercept = qup,colour = "95%-quantile"),lty = "dotted",lwd = 1.2) +
  geom_hline(aes(yintercept = qdown,colour = "5%-quantile"),lty = "dotted",lwd = 1.2) +
  scale_colour_manual(name = "", values = c(measurements = "deepskyblue4",mean = "goldenrod","95%-quantile" = "goldenrod","5%-quantile" = "goldenrod"),
                      guide = guide_legend(override.aes = list(linetype = c("blank","solid","dotted","dotted"), shape = c(16,NA,NA,NA)))) +
  ylab("Wind [mph]") + xlab("date") + ggtitle("wind speed") +
  scale_y_continuous(limits = c(0,25)) +
  labs(caption = paste("N = ", length(mydata$Wind), "; Mean = ", round(avg,digits = 3), "; Sd = ", round(stde,digits = 3), "; N within limits = ", N95, sep = "")) +
  theme(axis.line.x.bottom = element_line(size=1.5),axis.line.y.left = element_line(size=1.5),plot.title = element_text(hjust = 0.5), axis.title = element_text(size = rel(1.4)),legend.text = element_text(size = rel(1.4)),legend.title = element_text(size = rel(1.3)),axis.text = element_text(size = rel(1.2)))

print(g)

However when I want to make this plot interactive by calling print(plotly::ggplotly(g)), the caption defined in labs is not displayed. Any ideas what causes this or how to fix it?

Many thanks!