Voter coercion is something to be concerned about but the scenario you describe won't keep me up at night. The number one problem is it's hard to scale up to a level that would actually sway an election. It only takes one hero to call the police while they're at the polling station or after their family is released and the sequence is broken. There's no need for the victim to actually submit the pre-filled ballot, they can throw it out or do something to it to make it invalid then come back with the blank one. The ballots where I vote are on a heavier stock paper that are not trivial to conceal bringing in and taking out; most could do it but one victim slips up and the scheme could fail.
Where I vote, my paper ballot in no way identifies me. I identify myself upon entering the polling station, they find my name on the list of registered voters and mark it. When I'm turning in my completed ballot, I again identify myself and my name is marked on a separate list. So there's a record that I voted but not for whom I voted. How would an electronic voting machine improve upon this?
BTW, where I vote, the paper ballots are the bubble scan kind and the voter feeds it to the machine themselves. This provides very fast tabulations with a paper record for security and recounts.
