It seems like a red-herring. That is, unnecessary and possibly misleading. Whether it helps you or not depends too much on personalities. If the faculty happens to include pianists (fairly common in Mathematics, actually) it might speak to your well roundedness. But most of the decisions made will be focused on narrow evaluations of your likelihood of success in the program.
I would focus more on what you want to do in the major field, and what future you see for yourself as a researcher.
Mentioning that you find piano as an excellent stress reducer (it can be) won't hurt you. But if they get the idea that you are more interested in performance of music than the "science-bit" then it would.
Sail carefully in these waters. Here there be dragons.
I'll note, for the record, that it is possible to get a doctorate, even a PhD, in music, focused, perhaps, on history or theory. A friend holds one from a top university. Her interest was history, but she is also an excellent harpsichordist. That would put you closer to the performance aspect and give you an "in" with performers and teachers around the world. Decide on what you really want to do before you jump.