It is your right to do so, Brian. In fact, most issuers expect a fair number of people not to fill in these sections and understand when they do. Leaping to words like 'Apartheid' and 'disgrace' is not really right, however.
That question is often as much about the questionnaire itself as it is about the subject of the questionnaire. If, say, only 1% of respondents are from a particular ethic group, and that ethnic group is 25% of the population in the area concerned, it shows that they either don't give a monkey's, or aren't getting reached by the method in use. Likewise if it's 80% and 25%. Whether this matters or not is another debate, ditto whether other factors are just as important, but it's not just down to everyone liking swimming, don't they.