Currently, almost anyone in the Fediverse can see Lemmys votes. Lemmy admins can see votes, as well as mods. Only regular Lemmy users can't.
Should the Lemmy devs create a way to make the votes anonymous?
There is a discussion going on right now considering "making the Lemmy votes public" but I think that premisse is just wrong. The votes are public already, they're just hidden from Lemmy users. Anyone from a kbin/mbin/fedia instance can check out the votes if they are so inclined.
The users right now may fall into a false sense of privacy when voting because the votes are hidden from Lemmy users. If you want to vote something and not show up on the vote list, please create another account to support that type of content and don't tell anyone.
Yes they should, unfortunately I don't think that's technically possible with the fediverse model as the servers have to communicate that info over Activity pub, at least that's my understanding of it.
It's not technically possible with any model. Votes on Reddit are only kept private from other users -- staff could look them up or reveal them to someone any time they wanted and you'd never know.
Even if you allowed voting without an account (which would be so easily manipulated that it would be worthless), you'd still be identifiable from your IP.