True that was one of the tough questions Michael should have been asking himself
also if it wasn't a statement, then Roth should have been asking himself, why the mighty Michael Corleone was laying down to him

It also should have occurred to Michael that Mr. Roth would work out when the dead man Pentangeli turns up at the Rosatos, he'd been ruled out and he could be suspecting him

I too reckon, their traps for each other, ended up trapping themselves