Should I apply for the scholarships if I currently have a RA position in my supervisor lab?
You should get scholarship if:


You want more money
You want to make your supervisor happy
Self-esteem (because you can self-fund yourself)
Something to put on your resume
Easier if you want to change supervisor
The scholarship is guaranteed (if offered) whereas your lab's yearly stipend is not. Your supervisor only gives you verbal agreement, but she might change her mind. Do you have a contract with her to guarantee your payment for the next 4 years?


Generally, PhD student is expected to secure a scholarship. Your supervisor is responsible to guide you for your PhD with or without your scholarship.

You may ask your supervisor to give you top-up.

You should not get scholarship if:


Your supervisor wants to employ you and pay you salary
You want to work while doing your PhD


Otherwise, why not?