Michael turned up in Havana without the $2 million, the 'little gift' to Batista probably padded with Roth's commission!
Perhaps the money was to be payment to Batista for having his thugs kill Michael. Nice touch: Michael pays for his own demise!
Then why would Michael get Fredo to bring the money after witnessing the rebel blowing himself up and his statement “the rebels could winâ€
Michael already knew, he only had until the New Year's Eve to string Roth along / chance of finding out the traitor in the family [with or without the money] both Michael and Roth having made arrangements and believing the other “will never see the New Yearâ€
Michael needed to keep stringing Roth along until the very end because a) he needed time, until the very end, to find out who the traitor was; and b) Roth could have had him whacked at any time--including well before the presidential New Year's Eve party--if he was certain he wouldn't get the $2 million. The
possibility of the $2 million was the only thing keeping Michael alive in Havana.
This sequence points up a major theme of the Trilogy: Greed blinds people. Michael's greed for Roth's Havana gaming empire blinded him to signs that Roth was plotting against him (like, why would Roth interest himself in a two-bit beef between the Rosato brothers and Pentangeli over three territories in the Bronx?). Roth's greed for the $2 million blinded him to signs that Michael was onto him (like, not bringing the money and predicting that the rebels would win).