So would I. In real life, it would have been very dangerous for Fredo to bring the money to Havana. Then as now, it was illegal for any American to leave the country with more than $10k in cash. Any US Customs inspector could have opened Fredo's bag at the airport, had him arrested on a felony rap, and confiscated the money. It would have been even more dangerous at Cuban customs, given the rampant corruption at that time.

Let's face it, Olli: FFC had Fredo bring the money because he needed to set the stage for that entire, magnificent Havana scene and Michael's realization of Fredo's betrayal. You and I are just helping FFC along by adding a little logic to his directorial license.