Hamlet is a good storyteller. He’s building suspense quite beautifully. He knows what the golden nugget of this story is and he is setting it up and postponing the pay-off very expertly.
I suppose it makes sense. He has studied the work of the players. He knows their speeches. He has written a bit of a play himself.
His audience may only be Horatio here – but he is still pulling out all the storytelling stops. This classic self-interruption is a great example of that.