Do you HAVE to?
No. Ethically...you should because it is a flat out lie not to disclose this information if they ask you. Furthermore, there is always the chance that somehow they find out and that can be an issue. What if one of those private letters of rec happens to mention something like: I know X is very committed to the health field. X has applied to Pharmacy, Nursing and Dental school this year because of an extreme desire to serve in some health capacity...yes, that is unlikely to happen, but weirder things have happened. There have also been cases where ONE school corss checked some information and found out a student lied and then decided to contact all the schools the student had applied to to inform them of the lie. Not always an acceptance killer, but not exactly a perfect way to get into school.
Does it affect your chances to disclose this information?
Yes, it does deter your chances slightly. But if you have strong DAT scores and GPA and have shown an interest in dentistry, then you probably won't be rejected outright just cause you've applied to one other type of field. Now, if you've applied to 4 different fields (Medicine, Podiatry, Pharmacy, and Dental) then I would definitely say that dental schools will wonder why you seem to have such a lack of singular focus. I would wonder that too and question how committed you are to being a dentist and not just having a desire to make money through healthcare fields that pay well. If I was an ADCOM, I'd probably drop you app and send you a note telling you to reapply when you've made a stronger committment to the field you plan to spend much of your life practicing.
That's my opinion