This is a very short and simplistic answer, but I would say that yes, today it is essentially impossible for a state to exist without also being capitalist. This is because the economy is global and in order to maintain "national security" (which I would define as national cohesion, the appearance of sovereignty, defined borders, and some level of prevailing law and order), a state has to economically interact with other states, either through competition, trade, and/or some kind of international cooperation (like the EU). Participation in capitalism is essential for a state to be able to maintain its territory, and when it cannot, another state will gladly take over.