Is this a regular request?
If by regular you mean it happens often or routinely, no; this type of notice has not been widely seen previously.
Was I singled out
It is unlikely that you were singled out because the quote you gave has the appearance of a standarized text. It is more likely that you are in the vanguard of a new policy advising all individuals fitting a given profile that they may be called upon to provide additional evidence. Note the verbiage: "you are expected" as opposed to "you are required".
and should I be concerned?
No, not at all. It's reasonable, and they are not asking for anything a diligent traveler would not have at hand at the end of trip.
Moreover, this provides you with a great (and early) opportunity to establish your bona fides for your next visa application. They love to see a performance history and, heretofore, there has been no way to provide evidence in a conclusive manner. You can view this as a favourable step!
Also, does this mean that I cannot make any change to my travel plans? (e.g. - depart a country on the 3rd instead of the 4th or stay in a different hotel?).
People make minor adjustments to their plans all the time, and they have always been happy to accommodate it. What they will be after (in all likelihood) are cases where an individual has made radical changes to their itinerary without being able to explain them. As long as your changes are tenable and the overall purpose of your visit is maintained you can expect them to take a reasonable approach.
What would happen if they are not happy with the proof?
If your plans changed during the course of your visit, you can explain. If your explanation is reasonable, they will no doubt be happy with it. If, however, they conclude that your application was specious in some way, then see Schengen Visa Refusal: Justification for the purpose and conditions of the intended stay was not reliable