There are two reasons mentioned in the poem why the speaker should not be stopping. First of all, there is no farmhouse nearby.
My little horse must think it queer
To stop without a farmhouse near
Between the woods and frozen lake
The darkest evening of the year.
The speaker mentions that the horse must think it is strange for him to be stopping there while the woods fill up with snow when there is no farmhouse near. You normally would not stop somewhere unless there is someone to see. The horse would expect the speaker to go from farmhouse to farmhouse, not stop in the middle of the woods.
The second reason can be either metaphorical or literal, and it is that he still has miles to go. The speaker says he still has miles to go before he sleeps.
The woods are lovely, dark and deep,
But I have promises to keep,
And miles to go before I sleep,
And miles to go before I sleep.
On a literal level, this means that he is far from home and he should not stop here because he needs to go home. Stopping here is wasting time, even though it is nice, because he is miles away from home. He should not stop here in the middle of nowhere. It could even be dangerous to stop here long while it is snowing.
On a figurative level, sleep is a metaphor for death. It is not time to die yet. The speaker still has a lot yet to do, and therefore it is not time to die yet. The “miles to go before I sleep” can be interpreted as obligations the speaker has that have to be seen to before death, or just parts of life that the speaker has yet to experience. In other words, the speaker is not ready to die.