I would guess that he wants it sealed to avoid disclosing the legal strategy that COR plans to use to identify the criminoles using the E*Trade information.
Since COR is requesting a broad discovery of E*Trade, they have to explain to the judge WHY they need that broad scope. Their reason is likely to involve and explanation of their plan on how they will use that information to identify specific unsavory parties that COR will then wish to pursue.
So they may request the sealing of their reply and exhibits to avoid tipping the miscreants about HOW COR intends to identify them.