Many multiplex networks are embedded in space, with links more likely to exist between nearby nodes than distant nodes. For example, interdependent infrastructure networks can be represented as multiplex networks, where each layer has links among nearby nodes. Here, we model the effect of spatiality on the robustness of a multiplex network embedded in 2-dimensional space, where links in each layer are of variable but constrained length. Based on empirical measurements of real-world networks, we adopt exponentially distributed link lengths with characteristic length ζ. By changing ζ, we modulate the strength of the spatial embedding. When ζ → ∞, all link lengths are equally likely, and the spatiality does not affect the topology. However, when \zeta→ 0 only short links are allowed, and the topology is overwhelmingly determined by the spatial embedding. We find that, though longer links strengthen a single-layer network, they make a multi-layer network more vulnerable. We further find that when ζ is longer than a certain critical value, \zetac , abrupt, discontinuous transitions take place, while for \zeta<\zetac the transition is continuous, indicating that the risk of abrupt collapse can be eliminated if the typical link length is shorter than \zetac .