We've tried to figure this one out ourselves:

What to do with Fredo

I think Fredo's "Wrong number" explanation of his phone call from Ola is supposed to show everyone that Fredo really is that stupid. [Edit} I (obviously) don't know what Ola told him would happen, but one possibility is that they wanted the drapes open so they would see when Michael entered the bedroom so that they could search for papers or some such in Michael's office.