Why do you think Shakespeare chose to include Lady Macduff's murder in the play Macbeth?

In Macbeth, Shakespeare tells the story of a madman’s descent into evil in the pursuit of power. Macbeth, the title character, learns of a prophecy that says he will become the King of Scotland. To secure his ascension to the throne, Macbeth, at the urging of his wife, murders the current ruler, King Duncan. Duncan’s son Malcolm flees to England to raise an army, and Macbeth goes to Scone to be crowned King of Scotland. Macduff, the Thane of Fife, flees Scotland when Macbeth becomes king because he fears for his life. In escaping, Macduff leaves his family and castle unguarded, and Macbeth has both his wife and son murdered.
Macbeth’s slow descent into madness and murder shows the audience a cautionary tale about the dangers of power. Lady Macduff stands as one of the principal characters of high moral fiber in the play. When her husband flees to England, Lady Macduff asks hard questions about why he would run from danger and leave his family—she calls out failure and argues for what is right. In having her create that argument, Shakspeare is making her a foil to Lady Macbeth, who urges her husband to do evil.
The death of Lady Macduff shows the depravity of Macbeth in high relief. She is a good person, and she does what is right—she is ultimately innocent of any crime—but Macbeth has her murdered anyway because she and her husband might stand in the way of his claim to the throne. Shakespeare includes Lady Macduff to show the moral dangers of power grabs and the lengths of Macbeth’s tyranny.
As a result of her murder, Macduff eventually faces down Macbeth in battle and kills him. Macduff, though he is the one to oppose Macbeth in the end, feels immense guilt for leaving his wife and son to die—and Lady Macduff calls out his failings very vocally in act 4, scene 2 of the play. Macduff’s penance, revenge on Macbeth, makes evident the role of Lady Macduff as a moral compass in the play.