Believe it or not, the Divi code for the contact form is actually doing that on purpose. It writes a label (hidden) for the dropdown, but instead of making the label on a dropdown visible, it sets the first dropdown option as the title, much like it sets the placeholder for text fields as the title.
The best you can do without waiting for ET to change this behavior is to style the label for the dropdown as visible. But that just duplicates the option title text (and moves the down arrow up!).
With making the label visible, moving the down arrow down, and a bit of jQuery to remove the title option, it could be fixed.