Positive way to say Captive Audience
Captive audience -- M-W
a person or people who are unable to leave a place and are thus forced to listen to what is being said
The passengers on the plane were a captive audience.
This is usually only applicable if your audience is unable to leave, even though they don't want to stay and watch.
But instead, consider captivated (audience) -- Vocabulary
Use the adjective captivated to describe someone who is utterly charmed by something.
A captivated student is enthralled by her teacher's history lesson, and a captivated audience is involved in every word spoken on stage during a play.
Similarly, you can use synonyms of captivated as well. Examples: charmed, delighted, enthralled, entranced, enchanted.