No, that would be terrible ! I see it this way : they give you a USB key containing a key (pub and private). It is not affiliated to you in any way. It's just generated and stored on the USB key. One problem I start to see is : how can you prevent somebody that has a key, but is not allowed to vote, from voting ? This could be done by keeping a record (mabay again on a blockchain) of the allowed keys. Therefore, each key would have an expirity date.