The simple answer to this question is that dramatic purposes would not have been served by Fleance turning back and trying to find refuge in the castle. But there is some evidence that Banquo did not trust Macbeth. Banquo certainly was a very different kind of man, and he may have seen a hint of evil in Macbeth from early on.
After King Duncan is murdered, Banquo doesn't come out and say he thinks Macbeth did it, but he does say, "I fear / Thou [Macbeth] playd'st most foully for "t."
Before Duncan is murdered, Banquo also tells Fleance "It will be rain tonight," in a bit of foreshadowing of the violence to come.
Banquo also does not like or trust the witches . He is far more skeptical, and acts more like most people would upon encountering obviously evil apparitions. Banquo shows he is his own man, and doesn't fall in line with Macbeth in buying the witches information hook, line and...
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