From Roth's viewpoint, the entire reason for his bringing Michael to Havana was to get the $2 million from him, then have him whacked. Michael strung him along--even having Fredo bring the money to Havana. But when he turned up in Roth's suite without the $2 million, Roth said, "You're pulling out?" I emphasize this because time was fleeting at that point: it was New Year's Eve and Roth had just hours before he'd have to move forward with Michael's assassination. Now Roth's fear was that not only wouldn't get the $2 million, but that Michael's appearance without the "bag full of money" meant that he'd flee before he could be "driven back to his hotel for his safety."
Keep in mind, too, that since Fredo was in Roth's pocket, and Michael had already told him (in the outdoor cafe) that "Hyman Roth will never see the New Year," Fredo may have tipped off Roth to Michael's plan even before Michael showed up in Roth's suite without the money.