Why didnt carlos the jackal go to Cuba instead of Sudan when the syrians deported him?

Because he is a Arab nationalists, Islamist and a fighter. I guess going to Cuba would have felt like exile to him, like giving up on his cause. In cuba he might have been save, but he would not have been able to do anything. I do think that he might have seen going to cuba as dishonourable like leaving his comrades behind to save his own skin. (He grew up after all and lived in a society that valued honour and being manly above all else).