If Macbeth himself was talking about his own bravery, he would most likely be perceived as arrogant or cocky. If he was talking about what he did, he could be perceived as an untouchable hero and most likely, hard to relate to. But when someone else is talking about him, you don't take the risk of having the character to be misinterpreted by the reader because someone is already doing it for them, at least at first.
<em>Shakespeare wanted to emphasize Macbeth's bravery since the captain, who was the narrator at that time, was wounded and unable to lead his soldiers.</em>