Roth wasn't located in Vegas. His messanger boy Ola maybe wasn't in Vegas that often, if at all.
dontomasso
Moe was the protoge of Hyman Roth
Protoge? I got the impression that Moe was an associate, someone with whom Roth was connected, but not a "protoge" with whom he was especially close. I always put Roth's little hissy fit ("This is the business we chose!" etc) down to Michael's insolence in calling him for attempting to whack Pentangeli when Michael had been involved in killing the heads of the Five Families and Moe; i.e. "How dare you have a go at me for setting up Frankie when you killed so many others, including my mate Moe".
Even if Moe was Roth's protoge, he had moved on by the time that Fredo entered the casino business.
Alternatively: maybe Roth was clever and didn't want too many connected made guys hanging around together. (Like how Vito didn't was Clemenza and Tessio associating). In case they conspire against him or something. So maybe Roth told Moe that he wanted Fredo kept out of his other business (which is probable, given Fredo's lack of usefullness in any real business) and so Fredo never met Ola.
Finally, maybe Fredo
did meet Ola "innocently" (i.e. in the course of his business as opposed to the conspiracy) but was shaken by Michael's question and his own guilt that he denied it. If that is the case, then Michael's question is very very clever: he know that, if his brother denied knowing Ola, his is "protesting too much" and maybe hiding something. This is then confirmed when Fredo makes his remarks at the Superman show.