A couple of followers have asked about this recently, so here goes.
First, an important disclaimer: I will be taking Lady Macbeth's word for it that she has previously had children, and I'll be assuming that they died.
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Now, on to our feature presentation:
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Macbeth is haunted by the "unlineal hand" (Act 3 Sc 1) that will take away his power.
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To Macbeth, intent on killing Banquo, to also kill Fleance is just an important: "whose absence is no less material to me / Than is his father's". (3:1)
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His "all my pretty chickens" line is central to this. (4:3)
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