I think he brought only the bodyguard to Cuba to make Roth think he was "weak," or at least not loaded for bear. Also, the bodyguard was part of the deception: if he'd brought Rocco and/or Neri, it'd signal Roth that he didn't think them possibly complicit in the shooting. But he held the advantage: knowing when and how Roth planned to have him whacked, he simply would act first. And he needed only the bodyguard to carry it out.