Was it just me, or were they not getting it either? Clearly they took Karen alive and shot the group of kids to send a message - take one of ours (the POW) and we kill kids. It seemed like their dialog at the end though didn't make sense though, when they said it meant next time they'd have to 'take them all'. Clearly they can't get all the kids at one time that have been captured, but the whole thing seemed less well defined than it should have been.
I'm also hoping that having this alien in their possession really matters - that's the real message they should be getting. If the writing is any good, the only reason the aliens would go to this trouble over a POW is because he is someone special OR that by having him the humans can figure something out that they otherwise couldn't and that will make a difference. Hopefully that's the direction their going in - I'd hate to think they just drop that and let us believe the aliens would kidnap a human and let another go just because one alien was captured.