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 for Select and Multi-select field types.
Note: You can also enable /disable this setting specific to the field type from the basic setting of the respective field - Select and Multi-select.