In Shakespeare’s Day, plays were simply staged. This is one of the reasons there is so much description.
They did not have special effects in Shakespeare’s day. Shakespeare wrote his plays with a lot of description, so the audience could see what was supposed to be on stage in their imaginations. Ghosts appear in other Shakespeare plays, notably Hamlet. All effects would be done through costuming and simple make-up.
When Macbeth says this, the audience gets an image.:
Thou canst not say I did it: never shake
Thy gory locks at me. (Act 3, Scene 4)
There is not as much description of Banquo’s ghost, and most if it used to add effect.
Thy bones are marrowless, thy blood is cold;
Thou hast no speculation in those eyes
Which thou dost glare with. (Act 3, Scene 4)
The audience would have included a mixture of nobles and ruffians, so Shakespeare liked to include violence and interesting events. If the ruffians were beginning to get rowdy, seeing someone dressed like a ghost would get their attention.