One thing to consider about an entire movie's content is how the director conveys information to the prospective audience. In this case, how do we learn that Michael intends to murder Roth in Cuba? Well, FFC chose to convey that information to us through Michael's conversation with Fredo. Of course, it's probable that FFC knows that the audience would ask why tell Fredo. However, FFC feels that he has to convey that information to us, but his ways to do it are limited. Of course, Fredo's part of that conversation may contribute to our view of Fredo as a somewhat sympathetic character which is a theme that traces its origins back to GFI. So, FFC simply re-enforces that view of Fredo through the conversation.

It's also a way for FFC to rock our emotions back and forth between sympathy for Fredo and loathing of his stupidity, insecurity, and cowardice. That's one reason that I am exhausted after watching GF I, or II, or III.