Whoever said it was Moe, not Michael who first brought up the issue of skimming is on to something. Since well run casinos never lose money something was wrong with Moe's operation, and the word had to be out that he was losing money. As we know from scenes in GFII, the proceeds from these casinos was always divided up among different families so everyone could wet his beak a little. Word on the street had to be that Moe was losing money, and was trying to save his hotel. He admits as much to Mike when he says he can make a deal with Barzini and still keep his hotel. With all that going on it would be logical for Moe's creditors to suspect him of skimming. Whatever the case Moe was way too defensive by bringing it up.
Come to think of it his whole reaction to Michael was one of someone who was very afraid, and not at all in control. Typical that Fredo would be still sucking up to him as in "Me and Moe...we're good friends..."