Ethnicity is just one of many factors, and is related to your culture, which is related to how you live your life, which can definitely be a factor. But yes, if your "ethnic" groups look like [1], ethnicity is really just another word for race, because you are not asked the bullet points, which certainly are ethnic (English vs. African, for example), but the headers (White vs. Black).

[1] https://www.ethnicity-facts-figures.service.gov.uk/style-gui...