Hi, here the word captive has more in common with the word captured than captivated, despite the spelling similarities between captive and captivated. So, the phrase "captive audience" means an audience that can't get away and is forced to watch or listen to something whether they want to or not. Based on the image, I think Kruger is saying that marriage turns a woman into a captive audience (or captured audience), or someone who must listen to or endure her husband regardless of her own feelings or interest. It is social commentary (like much of her work) on the institution of marriage itself as an unequal arrangement.