I am assuming we are talking about Macbeth Act II, scene iv.
At the very end of the previous scene, Act II, scene iii, Malcolm and Donalbain discuss their fears for their own lives in the wake of their father's murder. The agree to leave Scotland and go to England and Ireland, respectively, for their own safety. By II.iv, they are gone, and the remaining lords (including Ross and Macduff) assume that they have fled. They are, of course, correct in that assumption. They are only wrong about why.
