They aren’t supposed to. All of that sort of tracking is voluntary information for demographic study and things like the EEOC. It’s not neccisarily tied to whatever piece of paper your filling out or your identity.
The big place where this comes in is the census. By comparing census data for the populations of different ethnic blocks to, say EEOC info from job applications you can do things like track and identify discrimination.
Basically the US government isn’t categorizing or labeling people by race. Their tracking population dynamics based on self identified ethnic block. The self identification being a rather important component.
Issue being it’s all based on the census categories. Which arent granular enough and are still tied to old racial categories. Badly in need of updating.