Provide what they ask for. If you have not done anything wrong, you have nothing to worry about. They likely want to check your records since you appear to have many COS/EOSs.
It would be unusual for someone not to return to their home country occasionally. Unfortunately, someone in a similar situation may have used multiple passports in the attempt at fraud and they are super sensitive to your particular travel history.
If you are wanting to have a complete review of your situation, consult an attorney to see if he can determine the reason for the request based on your documents.
