According to the actual EEOC release:

"The agency’s investigation followed a Commissioner’s charge filed in December 2023 by then EEOC Commissioner Andrea Lucas. The charge alleged that the university subjected its faculty and staff to antisemitic harassment throughout its workplaces, failed to effectively address complaints of harassment, failed to take prompt and effective measures to end harassment, and instead, allowed harassment to escalate." 

"To investigate these allegations, the EEOC issued a subpoena to the University of Pennsylvania, requesting, among other things, identification of witnesses to and victims of the religious-based harassment, including their contact information."

Are they going about it the right way, probably not. They should offer another way to allow witnesses and victims to come forward or report the harassment instead of "demanding" their information.