Generally schools do aim to collect statistics about both their applicants and their enrolled students... as you can imagine, it helps them even with things like marketing their program, knowing their target demographic, etc, as well as potentially sharing info in a general pie-chart type format about their students. When it does say 'optional' it is truly that, so entirely up to you on what to divulge so to speak and will not influence your application decision. There is interest in international diversity... not necessarily always the same as race per se, but if applicants were born in other countries, have lived in other countries, have other international experiences, that is appealing to schools if you also have a strong application otherwise, in order to have a wider variety of perspectives in the classroom.
As for other schools applied to, you should be honest and list them (unless it says optional, or if you are still unsure), for the sake of the integrity of your application. Some schools look at this more than others. It doesn't have to be a big factor, but it may show them a little more about what you are thinking... a longer list isn't necessarily a draw-back; if you applied to schools that were extremely different in structure or nature (for example, 1-year programs and 2-year programs; programs in different countries, etc), it may just raise some q's in an interview about what exactly you are looking for in a program. A school may look a little at what caliber of schools you are applying to across the board as well, to gauge in some measure how likely you are to attend their program. That said, there's not a lot you can do about this one (i.e. don't stress over it)... and remember that all applicants are in the same boat at least!!
As for religious activities, they can be included/listed especially if/when it showed involvement, leadership, dedication, project management, dedication, etc.... it's tough to assess without reviewing an actual listing or essay inclusion but I wouldn't rule it out if it's something you are passionate about and want to include.
Good luck to you!
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