Personally, I am glad such movies are made. "Rare" doesn't always mean "good" but in this case it does. That said, it certainly is far from entertaining and hardly suitable for some light-hearted Saturday night family past-time. Also, don't expect a sci-fi action - it's a (political) thriller and the alien invasion here could be replaced with any dictatorship. It is not fully clear whether the film-makers chose aliens for dramatic effect or just to make it easier for the audience to decide who the bad guys are. Sadly, history proved that not all freedom fighters make their country a better place.
As for the story, acting, cinematography - everything works well together to create the atmosphere of oppression, hopelessness and despair. There have been complaints that the script is messy. Well, it is not. If you accept the fact that there is no main character, no hero, no saviour, no deus ex machina and just watch closely, you are in for a decent detective story as well where each scene has a purpose and makes sense (honestly, I was able to predict the final "twist" something like 30% into the movie and still enjoyed sitting it through).
All in all, Captive State is bound to be misunderstood by those who want to unwind and is a rare gem for those who are open to a dark and thought-provoking story and are fed up with superhero extravaganza