Macduff needs to flee the castle and escape to England simply because his life is in serious danger. He was the one who discovered Duncan's slain corpse, and he has good reason to fear that he'll be next. In England he will join forces with other rebels such as Malcolm, Northumberland and Siward with the intention of returning to Scotland to depose Macbeth. At the same time, Macduff is wracked with guilt and suffering over a decision that was largely forced upon him by circumstances beyond his control. In making good his escape, he's left behind his wife and children. Understandably, he feels that he's betrayed them in some way, and left them at the mercy of Macbeth's insatiable wrath.
Sadly, Macduff's prescience proves to be well-founded. When Macbeth hears of Macduff's escape it appears to confirm the prophecy of the Weird Sisters to "beware the Thane of Fife." On Macbeth's orders, Macduff's wife and children are brutally murdered. No longer is Macduff simply an outlaw or a would-be regicide; now he has a personal score to settle with Macbeth. In killing Macbeth he will also be dealing with the unending sense of guilt he's felt ever since he left his family behind to face the vengeance of his undying enemy. Killing Macbeth won't simply be an act of personal revenge for Macduff; it will also help him to exorcise some of the ghosts tormenting his conscience.