Why did he not send the bodyguard to kill Roth prior to Fredo's slip? Misinformation. He know if Roth makes changes or leaves Cuba then Fredo is the bad apple.
And besides, he could still kill Roth back in the States where he wasn't protected by a government. Why kill Roth in the lion's den in the first place? So he wouldn't have to deal with investigations back home? Would someone who kills four major crime bosses in one sweep still worry about such a thing?
As Michael told Pentangeli before leaving for Havana, he wanted Roth relaxed until he could find out who was the traitor in his family. Of course he could have had Roth killed at any time. But he had to hold out until the last minute until he knew who was the traitor. Notice how he dispatched the bodyguard to kill Roth the moment Fredo made his fatal gaffe at the Superman show.
