I'm an American and this movie made me angry. It didn't make me angry for the reasons you think.
You see, a lot of people tend to think America is a great place (and for some people it is); others tend to think America is full of "stupid Americans" (and there are some). Then there are those who are disillusioned to the propaganda of America; they don't see the land of the free and the home of the brave, they see just another country with a bunch of crooked thieves holding office and subjugating anyone who isn't in the upper-class to social and economic oppression.
Elite Squad 2 makes me angry because it's real. It's not a fantasy recreation of the political system or the enforcement institutions controlled by them. The corruption in Brazil is a mirror of the same kind of political corruption in America; our electoral college is a joke; our candidate propaganda machine is a joke; our Congress is a joke and our Senate is a joke.
Recent uprisings from the average Joe and Jane (assuming they make it to the news outside of the U.S.,) is indication enough that not everything is strawberries and lilies in the land of the U. S., of A. And seeing a movie like Elite Squad 2 helps put that into perspective: this isn't just my nation that's like this, it's a lot of nations that are like this.
So yeah, this movie made me angry because it makes you feel helpless and small and insignificant with its powder kegs of truth. You see how violence can suffocate change and cronyism can hamper the democratic process. This movie outlines that even when you think the "good guys" can win, they don't. It's a harsh dose of reality served up in the most intense two hours you'll experience from a movie for a long time to come.
Despite the feeling of helplessness and anger toward the reality of our corrupt and pathetic political system(s), more than anything this movie makes you want to stand up and say, "enough is enough!"