You need to have deniability; I need to be able to revoke my ability to prove how I voted, and moreover I need to be required to revoke it (otherwise I can be compelled not to revoke it). Right now, I am unable to leave the voting booth with any receipt of how I voted, even if I wanted to (i.e, even if someone else wanted me to). I can see my vote, and election monitors prevent anyone else from seeing it until it leaves my hands. In most places in the US, I can't even take a cell phone photo of my votes, and that's a good thing because nobody can ask me to take a cell phone photo of my votes.
2. If they're pre-known, anonymous, single-use keys, nothing prevents a corrupt election official from keeping a copy of the key and voting before the voter gets home. The voter has no way to prove that they didn't vote and that someone stole their key.
(The other thing is that photos of ballots have only become a serious threat in the last few years, and at the moment there's not really voter coercion through those photos, as far as we know. If it becomes a problem, I expect a bigger crackdown on it.)
Tada!
I just invented a scheme to anonymize votes in 5 minutes. I'm sure if smarter people tried we could definitively solve this. I'm not convinced this is hard as much as people are saying it's hard.