We know Oswald was doing his best to create a resume to impress the Cubans with the objective of gaining entry into Cuba. It is plausible that he mentioned his attempt on Walker while in Mexico City as part of that process. Or made some reference to a willingness to commit violence on behalf of Castro. The Cubans probably thought he was a nut. They would not have informed Castro about some nut who showed up in Mexico City.
After the fact, the Cubans might have believed Oswald was some type of CIA asset who was sent to implicate them in the assassination. So they cover up whatever threat Oswald made. And it could not have related to JFK since Oswald would have had no idea at that time that he would ever have an opportunity to assassinate him. It would have been more general such as a promise to commit some bold or violent act. Later on, once the incident could no longer be used as a pretext for war, Castro would have used the incident to enhance his reputation as someone with knowledge about the JFK assassination.
We know Oswald was doing his best to create a resume to impress the Cubans...
We do?

Talk about wild ass conspiracy theories! Speculate us to death now.
The Cubans probably thought he was a nut...They would not have informed Castro...
Uh...wasn't Castro a Cuban?
