Strange Request

Overall I wouldn't be too worried. It's smart to ere on the side of caution though, and fallow your gut. There are some things you can do to fact check his identity though. First is to ask to see his employee badge. I imagine some techs don't have them or forget them sometimes, so you can also ask for their Technician number, and that can be confirmed by calling Cox.  I can think of some situations where a technician might be trying to troubleshoot a issue in the area, and looking to houses around the one he was scheduled to for possible problems. Ingress is when outside signal "leaks in" to the cable wire and can cause problems across the neighborhood. Alot of times this ingress can be caused by old wiring, wiring problems, or malfunctioning amps...which are sometimes kept in the attic. So the situation wasn't absurd, but you were right to ask about it.

^^ All correct. Cox field technicians are going to have Cox or Cox Contractor badges, and there are only a few reasons they'd want to get access to your attic without you placing a request.
The main one is, as Trikein mentioned, signal leaks. You can read up on that on the FCC's website here. In a worst-case scenario, if a house is determined to be the source of a signal leak, we may be forced to unplug it from the network until we get in to fix whatever's allowing the ingress or backfeeding signals. (The Cox technicians who do this kind of work will almost always be in a full uniform, while contractors may just have a Cox badge.)
Another less urgent reason would be if you're in a duplex or condominium and someone else's line passes through your building. (This could be a contractor in another company uniform but with a Cox-issued ID badge.)

I can't locate your account from your forum profile, or I'd have already checked if there was a recent sweep around you, but if you email us at coxhelp@cox.com with your service address, I can try and find out what was going on in your area.