The stage directions in Act III, Scene III, arguably the climactic scene of the play, provide the answer to this question. After Banquo dies, "Fleance escapes." This is catastrophic for Macbeth, and marks the true beginning of his unraveling. The Second Murderer rightly notes that they "have lost / Best half of our affair" in failing to kill Fleance; they have been sent by Macbeth to kill Banquo and Fleance both, but, as the Third Murderer says, "the son has fled."
When the First Murderer tells Macbeth that Fleance has escaped, Macbeth says, "Then comes my fit again." He knows that having Banquo dead but Fleance, his issue, still alive does not really benefit him. He has orchestrated the murder of his friend and yet is still bound by "saucy doubts and fears." Macbeth knows that having Fleance killed was, indeed, more than "half our affair," because what the witches told Macbeth in their prophecy was not that Banquo would become king, but rather that Banquo's children would. Having Fleance still alive, then, means that he represents a continuing threat to Macbeth. It is this anxiety which drives Macbeth to seek the witches again to ask for clarification and further word on what will happen and what he should do.