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I did not and still progressed to the AC stage, as did a number of other people I know who progressed past the application stage. If you particularly like DLA and have the time to invest into writing a high-quality cover letter, it will definitely not hurt your chances. However, if there are many other firms that you are currently applying or intending to apply to, and if you think you might struggle to complete them by the relevant deadlines, I would simply focus on writing high-quality responses to the mandatory questions.
