Plenty of applications will mention something specific about the applicant’s identity and explain that having a firm that is supportive of that particular group of people is important to them, often referencing specific policies/network groups.
You don’t have to specify that identity though. Plenty of people will be allies and will still feel that is important to them despite not identifying themselves as that group (for instance I am very passionate about ethnic diversity, despite being predominately white).
It’s just important to show evidence of why this is important to you - for some people the easiest way will be declaring their identity. For others it might be through other aligned activities they have done that will be presented elsewhere on their application.