There are lots of reported cases in Russia, when your manager requires you to take photo of your paper ballot and show it to them, otherwise you have problems.
Reported as in an advice article that claims it’s happening? This same article gives advice for what to do if it happens with paper ballots in real life! So clearly, paper ballots aren’t a panacea. And there is a far larger problem with paper ballots: you cannot check whether your vote was even counted correctly. With properly designed crypto electronic voting systems using eg Merkle trees that doesn’t happen. There are ways to make sure your vote was correctly counted while at the same time not being to prove to anyone how you voted.