I've seen references to Oswald's visa being granted but can't recall where that confirmation comes from. Do you recall? If it was granted, then it was likely that the Cubans were entirely deferential to the Russians in that process since the transit visa technically only allowed Oswald to stop in Cuba on his way to the USSR. So if the USSR approved and wanted a nut on their hands it was of no concern to the Cubans.
It would not surprise me if the CIA and Russians/Cubans did a whole lot of CYA after the fact to minimize the criticism that they should have known Oswald was a danger. The CIA also had no incentive after Oswald's death to disclose their methods and sources of surveillance of the Cuban and Russian embassies. They very well could have had more information than they ever disclosed but saw no reason once Oswald was dead and they were satisfied of his guilt to reveal it and allow the Russians and Cubans to reverse engineer the intelligence that they had obtained. A cover up allows for a lot of sinister implications for those inclined to a mass conspiracy. But there is no credible evidence of the involvement of Russia or Cuba in the assassination. The explanation for bizarre actions is sometimes just that you are just dealing with a nut.
Epstein cites it here:
http://www.edwardjayepstein.com/question_oswald.htmHe writes: "On October 18, 1963, according to its own records, the Cuban Foreign Ministry in Havana authorized the Cuban Embassy in Mexico City to issue a transit visa for Lee Harvey Oswald to enter Cuba. It required that Oswald also obtain a visa to enter the Soviet Union."
I believe there's a photo of the letter in the HSCA list of exhibits. It was sent from Havana to the consulate in MC but not to Oswald (he put his New Orleans address on the application).
Added: The letter is here (the date is October 15 so perhaps Epstein is referring to a different letter?):
https://www.maryferrell.org/showDoc.html?docId=1141#relPageId=847&tab=pageNote: It doesn't explicitly authorize the visa or deny it either but says that: "I respectfully inform you that in order for us to comply with his request, he must inform us by cable, with prepaid reply, when he has the authorized visa of the Embassy of the U.S.S.R." In any case, this indicates that the application was sent to Havana and not tossed away. Very strange.
If I recall, Oswald never returned any visa application to the Soviets in Mexico City. I think he wanted them to expedite his earlier requests that he had sent to the Soviet Embassy in Washington. Nosenko said that he personally turned down those requests to return. So if the Soviets didn't want him back I can't see them telling the Cubans to give him a transit visa. Without a Soviet visa he wouldn't be given the transit visa.
My guess is yours: bureaucracies shuffling paper. Conspiracists don't like innocent explanations (unless they clear Oswald: curtain rods anyone?) but most things happen without any larger purpose.