They need it for re-districting purposes IIRC.
In theory, any redistricting should be based on census data, not voter registration data. States that don't keep voter registration race info, like New York, have gerrymandered minority-majority districts, too.
It's probably to make sure there's no race-based voter "intimidation" or "suppression".
NY has to make inferences about minority voter turnout to insure an effective MM district. States like GA that are subject to the tougher parts of the VRA have to provide explicit information to show that minority votes are being neither unduly diluted or concentrated.