Why is Macbeth unhapp with what the witches told him in his conversation with lennox?

The conversation with Lennox you may be referring to is in Act 2 Scene 3, and consists almost entirely of Lennox describing how unpleasant the night has been. Macbeth isn't saying much; he limits his remarks to "'T was a rough night." We would have to imagine that the subtext of the line is that it was a rough night because Macbeth found committing murder a traumatic experience. There is no reason to think that he is thinking of the witches at all at this point.