Lennox along with many characters in the play fear Macbeth. There are many hints that those that Macbeth believes are loyal to him are only doing so out of fear or for monetary gain. When Lennox speaks it is the first sign that the people of Scotland do not accept the course of events as being natural at all and suspect Macbeth of some misdeed. We know from remarks made in the later acts of the play that Macbeth keeps paid spies in the houses of his thanes and we saw the butchery that was the result for Banquo and Macduff's family. The scene with Lennox appears to show that he is suspicious of Macbeth but he does not wish to draw any retribution from Macbeth and feels it is better to go along with things as Macbeth wishes. This is largely on an interpretive level and the scene with Lennox is more of a device of Shakespeare to transition from one scene to the next.