first they are mostly collecting statistics about ethnicity, not race
genetically there is only one human race (which is often best explained as the genetic differences _inside_ a sample group of arbitrary ethnicities being larger then the difference between (a hypothetical average genome) of such groups).
through to be fair, people use race and ethnicity commonly interchangeable
what is more relevant is why should a country even collect either such information?!
the only thing which seems potentially relevant is statistics about stuff like _practiced_ (sub-)culture, religion etc. But nothing really fixed by birth. (The reasons you might want to have that information is because it can affect which of multiple imperfect possible decisions, is the one wich is most likely causing the least amount of unintended issues for peoples daily live.)
And I know "people" also conflate practiced culture and race and ethnicity in daily conversations. But they also tend to tell white looking people with dreadlocks that they are acting very inappropriately, even if that person has a African parent (as a very dump example of the kind of situations which make me fell the need to write this comment. Also not me in the example. Just a fully arbitrary chosen, simple to understand example).