I am in a position of accepting applicants for an educational program on a much smaller scale and there is no question that there are judgements made based on a candidate’s expressed interests in the program they are applying to. When assessing a candidate, knowing about why they are specifically interested in your program and seeing their overlapping interests can affect decisions. I don’t think that it is all about a strategy to improve the “yield” of the school.
Also, there is something to be said about a student who is very enthusiastic about a particular school that might otherwise think that they are not a top choice. There might be a specific family situation (upcoming move, or relative nearby for support) or connection made with a coach or teacher that should deserve mentioning. A school might assume that a legacy applicant may choose to go to their parent’s alma mater and, to protect yields, decide to waitlist them. I am not sure why else some of the more competitive schools are asking about this specifically - it’s almost like a red flag for identifying that school as a second choice because of the traditional preference for legacy applicants for both applicant and school. If this is not the case, it might be important for the student to let a school know that he or she wants to blaze their own trail at a different school.
I agree that it is a tricky thing though and could be misinterpreted.