hi
since your managed bean is in session whenever you select a value and submit that value remains in session hence selected
when you reselect the select country option with empty value since the value is emtpy error message is displayed but as the value=#{attribute} is already selected in previous submit and is in session , you got that value selected when the page is rendered
to avoid this you can clear the value value=#{attriubute} in managed bean action methos as this:
public String
test(){
...............................
some process
.................................
selectedCountry = "";
return "pageNav";
}