Shakespeare chooses to have the death of Macbeth take place off stage, because it is a battle scene, full of chaos. Therefore, the audience must imagine the events in their minds. By having the action not dominate the stage, the audience remains transfixed on the dialogue and engaged in the play.
Violent murder scenes are best left to the imagination, especially when they are not the most important part of the play. The relationships between the characters and the message or lesson that is revealed through the interactions is more important that the actual murder scenes.
Once an audience sees a grisly murder scene, they would become distracted and focused on the murder, the blood, and so on. Not really the focus of the play, so by keeping it off the stage, Shakespeare keeps the audience enthralled in the spoken word to find out what actually happens at the end.
The stage in Shakespeare's Globe Theater had no curtains or lights to dim so that an actor could get up and leave the stage after he was "killed." Once a character dies on stage, some other actor must remove his body. Notice when Lady Macduff and her son are attacked, the murderers pick up the son's body and carry it off stage.
We see an intense battle between Macduff and Macbeth, and we learn that Macduff has won, just as the witches predicted. We don't really need to see Macbeth's actual death. Remember that Macduff brings Macbeth's head back on stage. In live theater, beheading a character would be extremely difficult, if not impossible, to depict.