I know that Desi Arnaz's family was well-off and fled due to the Cuban Revolution, so he's not exactly likely to be sympathetic. But it seems as though the average viewer might not know this. It's quite easy for misinformation to circulate and I'm surprised that there doesn't seem to be any evidence of xenophobia.
Was there never any accusations or protests?
It also strikes me as interesting that in I Love Lucy, they repeatedly reference Ricky's family in Cuba and Ricky being from Cuba. There's even a scene where Ricky buys a "Havana University" pennant for little Ricky. It seems like they deliberately played it up, rather than just having Ricky be ambigiously Hispanic.
I Love Lucy ran from 1951 to 1957, well before Fidel Castro was widely known to be a Communist and before the Cuban Revolution. The revolution Desi Arnaz's family fled was actually an earlier one that brought Fulgencio Batista to power--this is the dictator that Castro would overthrow. Politically, Arnaz was a big believer in the American Dream and often spoke highly of the opportunities he'd had as a first-gen immigrant, so his loyalties were never in question.
Prior to Castro's revolution, Cuba was regarded somewhat highly by Americans and was a top destination for tourism and vacationing. I believe (the Palm Beach Sun-Sentinel did an article on this recently) there was at one point a ferry which ran from Key West to Havana, which was a popular day-trip for Floridians before the embargo shut that down. So at the time the fact that Ricky Ricardo was Cuban wouldn't have really registered in any major way with the public.