I completely agree! In order to be a classic, a work of literature needs to deal with a theme that can translate to different cultures and eras. First thing I would do when answering this question though is identify the "enduring message." One of the first themes that comes to mind for me is that too much ambition leads to a leader's downfall. From the first time Macbeth hears the words that he will become king, he notes that there is someone standing in his way - King Duncan and Duncan's children. It isn't until later that Macbeth develops the plan, but his ambition is clearly noticeable throughout the entire play. In the end, it ultimately leads to his death.
Relating this to other leaders in history is easy: Hitler for one was someone who tried to take over too much and his ambition led to the ultimate downfall of Nazi Germany. The message illustrates that when in power, leaders should make sure to keep the ambition in check.