Michael's overarching goal was to find out who was the traitor in his family. Since he knew Roth was behind the Tahoe shooting, he needed to do just what he told Pentangeli: "Keep your friends close but your enemies closer." That's the main (but not the only) reason he went to Havana, with just a single (probably unarmed) bodyguard. Sending Frankie to meet with the Rosato brothers was something he had to do to satisfy himself of Frankie's loyalty-- like asking Carlo to admit he set up Sonny and to make him confirm that Barzini was behind it--even though he already knew the answers.