Chinese-American film-maker Bing Liu made an impression with the poignant documentary Minding the Gap about people from his home town in Illinois; now he pivots to features with this sad and sombre study of romance and life choices among those on the margins of US society, adapted from the prize-winning novel of the same name by Atticus Lish.

The scene is the no-questions-asked world of New York’s Chinatown; newcomer Sebiye Behtiyar plays Aishe, a Chinese Uyghur Muslim undocumented immigrant. One day she catches the eye of Skinner, played by Fred Hechinger, a young military veteran who impulsively starts to talk to her. There is a spark between them and then something more.

But the very question of any possible relationship brings other problems into focus: Skinner is on medication for PTSD, and as for Aishe, marrying a US citizen might not solve her residency worries; it might simply mean drawing attention to her questionable status and lead to imprisonment and expulsion.

The film shows how the two slip into a limbo, drifting and circling around each other. Perhaps Aishe isn’t sure she wants to commit to the moody and boozy Skinner who can disappear for days at a time; Skinner isn’t sure he really understands the abyss of cultural and historical sadness from which his new girlfriend has appeared. For Aishe, survival has meant anonymity, and that effacement of self works against romance and marriage.

So what now? Is she waiting for something better in the next life, a scary concept with which she is faced while pondering the resumption of her faith. Or is this it? The movie’s strength lies in showing that there is nothing necessarily liberal or humane in the story of an intercultural romance – it is existentially challenging. For each participant, the relationship poses a question that would not be there if either simply got together with one of their own culture, as they might have been blandly assuming would be the case. Their differences foreground the idea of choice and heightens its visibility; it forces Aishe and Skinner to look at themselves. Have they chosen each other for life? And what is life?

This is a story in which happy endings are not guaranteed and in fact not forthcoming. It has a seriousness, an unsentimental readiness to look reality in the face.

• Preparation for the Next Life is in UK and Irish cinemas from 12 December.