“Did Rubio ever hold Cuban citizenship?”
Cuban law did provide a means for expatriate Cuban citizens and their children to naturalize at birth or after birth as Cuban citizens if acted upon within a specified period of time. There are no indications I know about where Marco Rubio would have adopted the naturalized Cuban citizenship. In any case, Marco Rubio was born with a divided allegiance by birth with respect to Cuban citizenship and at birth with respect to U.S. citizenship.
There is no divided allegiance if Rubio never had the citizenship.