There is only one reason to be concerned that fundraiser attendees might record the session -- because one knows the candidate is giving tailored and mutually contradictory messages to different groups. Obama has a different speech, I suppose, for the 1% than he does for the 99%. Which is no big surprise, since it is a practice as old as modern campaigning* and one I am sure both parties engage in. But it is probably a larger issue for Obama -- when so much of a politician's campaign style rests on demonizing certain groups, groups that are also large campaign contributors, it must be a tricky business tailoring his message.
* footnote: I leave this in a footnote because I don't want to be seen as breaking Godwin's law by bringing up the Nazis, but its almost impossible to talk about modern campaigning techniques in the age of mass media without mentioning them. They pioneered many of the techniques used by about everyone nowadays. One thing they did was to create focused messages for different groups -- tailors or farmers or city people or industrial workers or Catholics or whoever. They were incredibly cynical in how they did this, even by modern standards, and didn't really care what the message was, and so ended up with wildly contradictory promises, e.g. promising farmers higher prices for their produce and promising urban laborers lower food prices.