people have different ways of interacting with each other. Some are talkers, others are silent.
It appears to me that it is you who is bothered by it, and that is where I would start looking. Is there a physiological reason why they should not talk (so much)? Do you feel that they are not paying attention? Is it not safe?
Remember that personal training is a very complex interaction with a client, and the exercise is only one part of it. Many clients lean on us for emotional support, knowing that they are heard without being interrupted. Desperately trying to get them out of breath just so that they stop talking may not be a wise strategy.