Yes, and it's a legitimate request. If there are employees who are frequently/chronically absent or tardy, the employer needs to have an explanation from the employee as to the why for any number of reasons, including determining if extending FMLA is appropriate (although if you have under 50 employees, disregard that.)
Let me give you a likely example of why the "why" is important. Jane is an excellent employee and typically has had very good attendance. She's reliable and concientious. Over the last three months, she's been frequently absent. After inquiring why, it turns out her husband has cancer and she is absent when she needs to take him to chemotheraphy or to "nurse" him at home on those days when he's debilitated from the treatments. The employer will certainly want to show Jane some special consideration of her situation.
June, while absent with the same frequency as Jane over the last three months, usually calls in sick on a Monday or a Friday. June has not offered any compelling personal reason for these absences (as has Jane) and it's pretty clear she likes to party on the weekends. June gets a final disciplinary action for her absenteeism and is told if she doesn't shape up asap, she's history.
There is nothing illegal whatsoever in asking an employee why they were absent and it's a good idea to do so if the employee doesn't volunteer that information. If an employee refuses to offer any further explanation than "it's personal," I'd let it go unless the person was frequently absent for "personal reasons," in which case I'd tell them that unless they're willing to offer more of an explanation (which would be kept in confidence), then they're facing disciplinary action for excessive absenteeism.