This is to assure the ladies that suicide is not real. There is a possibility that the ladies will be scared of the suicide of Pyramus so the prologue states that the swords that are used will do no harm.
The ladies might become scared of the lion so they would need a second prologue to assure the ladies that the lion is not real. This is a prologue that will be spoken by the lion in order to give the assurance that the ladies need before watching. There is no need to tell the ladies that the play happens in the moonlight.