Yes, Cubans who are intercepted at sea while trying to reach the United States should be sent back to Cuba as this is an example of illegal immigration. While these Cubans may have great reasons for leaving their country, the United States has legal channels for such, and there is little reason to be unlawful.
The United States cannot accept every refugee that tries to enter the country. That said, America's policy towards Cuba needs to be reviewed and changed. While the regime bears a lot of responsibility for the economic woes of the Cuba, the international embargo on the country certainly is not helping either.