That is quite peculiar behavior. It is possibly a bug within jQuery UI, but I would need to look deeper to get a better idea of exactly what's happening.
Although not ideal, one workaround could be to load up a working version of jQuery UI. Try adding this to your select question's header:
If you were to go this route, I would recommend downloading those .js folders above, adding them to your study's graphics folder, and then having the HTML reference the file from the graphics folder rather than from online.