Huh, that’s interesting - and really unusual, since I’ve never heard that term to describe ethnicity (other than WASPs). I wonder what non-English ancestry Europeans/white people would select? Is there a “continental European” ethnicity? I thought ‘white’ was just everything, but I guess not!
And don’t get me started on the Celtic issue. It’s so hard to pin down what or who the ancient Celtics are/were - especially when I’m pretty sure I have Celtic ancestry, but in one of the more ‘controversial’ or debated regions. Who knows? 
ETA: Apparently, the term [‘White ethnic’](White ethnic - Wikipedia) can be used to describe those from “Southern, Central and Eastern Europe, and the Caucasus”? That seems really weird and contradictory.