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This is probably a stupid question, but where do I add Why X statements if the school doesn't offer an attachment specifically for it?

I was wondering this as well.

Does the fact that a school has no place for you to send a "why x" essay mean that they do not want it? Can it actually hurt your application if you do choose to write one for said school?

You can add it to the end of your personal statement or add it as an additional document. They just get all the stuff in packet form anyway, so you don't need to have like a specific "folder" for each thing.