In order to display Country and State fields based on conditional rules, you must enable the checkboxes "Enable display of Country field based on Conditional rules" and "Enable display of State/ Province field based on Conditional rules" in the Advanced Settings tab → Other settings.
Disable "Enhanced Select(Select2)" for select fields
Select2 is a jQuery based replacement for select boxes. It supports searching, remote data sets, and infinite scrolling of results. By enabling this option the enhanced select features will be disabled.