Confusion related to the DAVID tool
Its a bit confusing, but DAVID uses the term Gene List as a generic term.  

Looking at Step 2, you can submit many kinds of lists to DAVID, including actual gene symbols, Ensembl or RefSeq Accessions, etc... actually nearly 30 kinds of terms including 'not sure' which probably looks at your list and tries to guess.

Affymetrix or Illumina probe set IDs are each designed to measure a gene, ideally, though its not precisely a one Probe Set to one Gene relationship.  This is because when the array is designed there may be a partial transcript RNA records which turn out later to be parts of a single gene.  There are also probe sets which may turn out to hybridize to similar sequences in more than one gene. 

Its messy, but its also true that often more than one gene symbol will appear for the same gene because of historical naming conventions...