Something can meaningfully exist whilst still being entirely socially constructed (eg national/regional identity, religion, languages…). The question over whether it’s more helpful than harmful to survey people for ethnicity is a good question to pose though. In some countries it’s illegal to ask the question, whilst in others it is practically required. Here’s an interesting blog post from an ex-colleague on the (shocking) history of how the question has been asked in the UK: https://history.blog.gov.uk/2019/03/07/50-years-of-collecting-ethnicity-data/