In Act 2, Scene 2, Macbeth meets Lady Macbeth having just "done the deed" (killed Duncan and his guards). Both Macbeth and Lady Macbeth are very much on edge. Lady Macbeth's confidence is shaken and Macbeth is still unnerved from carrying out the murders. They are both jumpy, hearing noises, and full of anxiety. The short lines of dialogue illustrate this well. Each line is short because both characters are paranoid, listening for other noises and other voices. They are already filled with the fear of being discovered as murderers. It's as if they already haunted by the crime they've just committed.
The lines of dialogue between these two are not always short. In Act 3, Scene 2, Macbeth rambles and Lady Macbeth's lines are short. He is plagued with anxiety and she briefly tries to snap him out of it.
But, again, in Act 3, Scene 4, that which is spoken between Macbeth and Lady Macbeth is short. This is the scene where Macbeth sees Banquo's ghost. The reason they do not engage in extended dialogue between each other is that both people are worried about everyone else. Macbeth and Lady Macbeth, following the crime, are constantly looking over their shoulder. The guilt weighs heavily on both of them, as does their fear of being caught or overthrown. When Macbeth sees the ghost, Lady Macbeth diverts her attention to the guests. She is trying to divert attention away from Macbeth because he is behaving so strange. Macbeth is preoccupied with the ghost.
It seems that the instances of short dialogue between these two result from their anxiety. They are constantly worried about keeping up the appearance that they are not guilty. They spend time acting (Macbeth, poorly in Act 3) innocent for the benefit of everyone else. Thus, their dialogue tends to be directed at other people. The times when they have extended lines tends to be in monologue or soliloquy form, and these usually involve psychological turmoil.