This is from me, 20 years of experience in HR, Recruiting, Agency Headhunting...this section is voluntary. You do not need to fill this out at all. It doesn't help or hurt you if you do fill it out or don't.
Companies that are required to complete an Affirmative Action Plan (AAP) each year collect this data point and many other data points to submit it to the Equal Employment Opportunity Commission (EEOC). They are required to if they meet certain things, one is if they have over $50,000 worth of contracts with the US government in any form. There are other factors as well. Most Applicant Tracking Systems collect this data and keep is completely separate from the application form. No one who is involved in your interview see this.
If you complete a paper application form, the Recruiter SHOULD pull this out of the file when presenting you to the hiring manager. They'll ask this again once you are hired so they can add another data point to their APP of individuals hired.
I hope this helps to clear the air.