Another (perhaps parallel) possibility: By using an outside bodyguard, Michael was signaling Roth that he didn't trust (or hadn't ruled out) Neri and Rocco, and was still looking inward (inside his family) rather than outward (toward Roth).
It served a double purpose. It clearly showed Roth that Michael did not trust anyone in his family (except that guy who brought the suitcase full of cash to Havana ---more misfirection?). Also, Tom needed Neri's muscle in Nevada to provide physical protection for the family and to blackmail Geary.
