First off, in the letter that was posted here, they are requesting records that are public under the laws of the state (of Connecticut).
Secondly, they are not requesting information on who you actually voted for, it is only information on whether or not you actively voted. There is no record of who anyone actually voted for, it is a secret ballot.
I suppose it is up to the individual states as to whether this information exists as public record, and there is nothing wrong with this commission requesting public records. If people have a problem with this information existing, then the problem is with their individual state and how that state deals with the information.
Its also useful to point out that the election sites are run by volunteers. The actual mechanics of the election are extremely haphazard, it isn't like there is a meticulous government agency that shows up and professionally conducts everything. I suppose the decentralized chaos of the process actually makes an organized effort to tamper with an election very difficult.