When MacDuff learns that his family has been murdered, he is shocked and hurt. His outrage only sparks his desire to get revenge for Malcolm and return the rightful heir to the throne.
Ross must journey to England in order to relay the news of his family's murder. MacDuff has already left for England to convince Malcolm to return and to get the king of England to support their disposal of the tyrant Macbeth with troops. By going to England for Malcolm, we know that MacDuff is a loyal countryman and that he wants the best for his people. By being so upset about his family's cruel, and unnecessary murders, we also see him as the devoted and loving family man.
It is from Malcolm's reaction that we see the degree to which MacDuff's upset.