The man and woman in the story are going to Madrid in order for her to have an abortion. This becomes apparent in the dialogue because the man keeps trying to reassure her that it will be a very simple operation. He says: "I'll go with you and I'll stay with you all the time. They just let the air in and then it's all perfectly natural." At this point there can be no doubt that the trip is for procuring an abortion.
They refrain from speaking about it in explicit terms for a number of reasons:
1. She is trying to avoid even thinking about it. She doesn't want to talk about it at all. Towards the end of the story she asks him, "Would you please please please please please please please stop talking?"
2. They have already discussed the matter thoroughly before coming this far on their journey, and he doesn't want to start all over again.
3. He is really ignorant about the procedure and is pretending to know more than he does. He may have nothing more than an address. He is nervous and anxious because, even though he doesn't have to undergo the abortion, he has to get the woman to Madrid, find a hotel room, find the abortionist, make financial arrangements, take care of the woman while she recuperates, and many other things. He will have to learn many things when they reach the big city of Madrid.
4. They can't talk about the purpose of their trip too openly in public because they are breaking the law and they have to be cautious, especially since they are in a foreign country.
5. No doubt they both feel guilty and ashamed.