So when I load the form and click the button the outcome is neither a failure, which it should be because I haven't selected anything yet, nor one of my selections.
Combobox is not empty as you think. It has default property value, that you set as empty string:
fields.addItemProperty("country", new ObjectProperty<String>(""));
Thus form pass validation, because empty string is also a value and empty string != null.
Change this row:
fields.addItemProperty("country", new ObjectProperty<String>(""));
to:
fields.addItemProperty("country", new ObjectProperty<String>(null, String.class));
box.setNullRepresentation("-- Select Country --");