I could see it having a place on an intake form. But on a job application? Is it so they can schedule interviews based on your race and gender identity?
I can only speak from personal experience, but whenever I've hired folks, that information was only shared with HR.
Requiring companies to collect these statistics helps add hard data to any future lawsuits. It can provide an insight into whether or not members of protected classes have been systematically discriminated against during certain phases of the hiring process.