six weeks prior to the assassination the CIA station in Mexico City observed Oswald visiting the Soviet embassy in the Mexican capital."
They took a photo of the man calling himself Oswald..... Right?
There is no evidence the man in the photo called himself Oswald. How would the CIA know what the man called himself to the Soviets? Only the people in the Embassy he met would know what he called himself.
And what did they say? The three KGB agents/Embassy officers who met the man who said he was Oswald said that man was the Oswald arrested for the assassination. One of them - Oleg Nechiporenko - said the man in the photo was a US Air Force officer who offered to sell secrets to the Soviets. He did not identify himself as Oswald.
The Soviets knew what the real Oswald looked like. He had lived there for several years; they had his photo. So this person - who looks nothing like Oswald - shows up and asks for a visa? He has to give a photo. So he gives a photo of himself, the Soviets check on the real Oswald and immediately discover it's an impostor. And why would the Soviets go along with this charade? If they knew the person wasn't Oswald wouldn't they announce that to the world? They blamed the CIA for the assassination. They could say this impersonation was part of the conspiracy.
It's completely in the interests of the Soviet to expose this supposed impersonation. But they didn't. Same for the Cubans.