You should not explain your reasons for leaving in an application.
Employers do not expect it, and seeing a statement like that in an application will lead them to think you are unduly focussed on your previous employer.
You may or may not be asked your reasons for leaving your previous employer in an interview. In general it is best to keep your reasons vague at first: "My employer's mission and focus changed" or "I found I wasn't a good fit for the company culture didn't fit me any more" are good. You can be more specific if they press you. Avoid sounding bitter or angry, or implying your previous employer did anything bad. Be aware that for all you know the person interviewing you may be a supporter of your previous employer, and will want to be sure that you can work together without animosity.