I’m not sure if this is a bug or not. To be honest, I’ve just used the ACF fields the way they work and haven’t really noticed this.
So I have another suggestion.
Create an choices list that looks something like
none : -- SELECT --
Aberdeenshire : Aberdeenshire
Anglesey : Anglesey
etc...
Set it allow null to no
set the default value as none
then create a custom validation filter that returns ‘Please Select a County’ if the value is ‘none’