The IRS would request hard copies of your forms W-2 and 1099-R when they find discrepancies between what you reported on your tax return and the copies they have received from your employer(s) and banks.
The IRS has requested my 1098Rs for the past several years and there are NO discrepancies between those forms and my reported info! What’s the deal?
This does not mean you did anything wrong. There may be no discrepancy between what you received and what you reported, but there may be a discrepancy in what IRS received. Sometimes fraudulent W2's or other tax forms are filed with the IRS for use in filing fraudulent returns.
I'm guessing the IRS received additional W2's under your social security number. They are trying to determine which ones are fraudulent.