This is a great question, as really any audience should ask themselves what the point is of watching a play where the ending is made clear in the very first scene. Note what the Chorus tells the audience as the play opens:
From forth the fatal loins of these two foes
A pair of star=crossed lovers take their life
Whose misadventured piteous overthrows
Doth with their death bury their parents' strife.
After hearing this, why listen on? However, Shakespeare manages to use techniques that have been adopted by playwrights and screenwriters throughout the centuries to engage and manipulate the audience into wanting to stay and watch what happens. Even though the audience is told in the opening scene how the play will end, Shakespeare deliberately raises the hopes of his audience by tantalising them with the possibility that it might actually work out for Romeo and Juliet, and clearly makes the audience feel sympathy for these two tragic characters. The audience are made to actively want Romeo and Juliet to take on fate and win, and it is this hope that keeps them entranced by the action that takes place before them. This is the technique that Shakespeare uses to maintain his audience's interest, even though the audience knows how the play will end.