Romeo's reaction shows how impulsive, emotional, and immature he truly is. He cries to the Friar and asks to be put to death instead. When he says "ha, banishment? Be merciful, say "death"" he is saying he would rather die than have to live in a place without Juliet. Juliet responds differently though, which shows that she is a bit more mature and thoughtful than Romeo. Even though initially she gets upset, she then thinks about it and says "Oh, what a beast was I to chide at him" showing that she knows he made a mistake but he is still her husband and she still loves him.
They think that Betty has been bewitched so if she really was she would not be able to survive hearing the Lord's name. More likely the reason was that she heard everything about the affair between John Proctor and Abby.
