In Act 2, Scene 3, after the discovery of Duncan's dead body, Malcolm and Donalbain agree to flee from Scotland because they fear for their own lives. Malcolm says, "I'll to England." Donalbain says, "To Ireland I. Our separated fortune / Shall keep us both the safer." Evidently both realize they will not be completely safe even if they leave the country. Whoever becomes king can send hired assassins to eliminate them.
Malcolm poses the most immediate danger to Macbeth because he is the older son and the heir apparent. He quickly appeals to King Edward of England for help in gaining the Scottish throne which is rightfully his. Edward provides an army of ten thousand troops. Donalbain does not figure in the play significantly; he only poses a threat to Macbeth because he would become the legitimate heir to the Scottish throne if Malcolm were killed in battle or assassinated. Macbeth might try to dispose of Malcolm if it were not for Donalbain, but the prudent separation of the two brothers presents too much of a problem for him, along with all his other problems.
Macbeth must realize that he should have killed both sons the same night he killed their father. Instead, he took a desperate chance of blaming them for their father's murder and somehow got the other thanes to believe his accusation, or to pretend to believe it. He and his wife may have plotted to murder both Donalbain and Malcolm on the same night they murdered Duncan, but Macbeth was obviously so emotionally overwrought by the first murder that he was incapable of continuing a murder rampage on the same night, if that was his intention.
Macbeth is handicapped by having to act in secrecy and alone. Earlier in the play (Act 2, Scene 1) he tries subtly and cautiously to enlist Banquo in a conspiracy against King Duncan. Macbeth must think he needs help in disposing of the monarch and two direct heirs to the throne.
If you shall cleave to my consent, when 'tis,
It shall make honor for you.
So I lose none
In seeking to augment it, but still keep
My bosom franchised and allegiance clear,
I shall be counseled.
Good repose the while.
Thanks, sir. The like to you.