"[T]he vice chair of the commission requested a wide range of voter information as part of the review, including names, addresses, party affiliation and which elections voters have participated in since 2006. The request also asks for voters’ military status, felony convictions and the last four digits of their Social Security numbers"

All of the above is public information in the voter database. I'm not sure the Colorado Secretary of State has access to a voter's military status or felony status.
However,
Why does the White House need to have voter information with personal identifiers to look into "election integrity"? Why wouldn't bulk data or data stripped of identifiers be sufficient?
This whole Trump "election integrity" commission is nothing more than a witch-hunt to massage Trump's ego. It's not enough that Trump won 300 electoral votes and the election. It's not enough that Trump is POTUS. No, Trump has to win it all, including the popular vote. So he demands proof of fraud.