The question itself is somewhat problematic in that it assumes that complex human relationships can be reduced to lessons encapsulated in simple soundbites and that the purpose of drama is to "teach" them. Neither of these assumptions is really valid.
Beyond that, though, is a difference in what is at stake. The contestants in reality TV shows are competing for fairly straightforward monetary prizes, and the cost of losing is simply a lower payment. In Macbeth, the issues at stake are much larger. The play is about kings and nobles, and the stakes are rulership of a kingdom. The losers in the conflicts die, rather than simply walk away with a smaller purse.
Also, because reality TV is about private individuals, the outcome is inherently trivial, affecting no one but the contestants themselves. In Macbeth, the the characters are competing over the throne, and thus the outcomes affect everyone in the kingdom, and have to do with the moral character of people who make decisions affecting one or more generations in an entire kingdom rather than figures who may appear in tabloids but are otherwise insignificant.