Lennox is the voice of reason. He states what the audience already knows - that Fleance did not kill his own father, Banquo, nor did Malcolm and Donalbain kill their father, King Duncan.
Lennox lets us know that most people believe Fleance, Malcolm and Donalbain are all responsible for their father's deaths. However, he is first nobleman to speak up and cast doubt. He does not believe that these characters are guilty, and instead believes that Macbeth had a hand in it all.