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.