Official comment
ONTRAPORT Pages now has the ability to do this! See this article for more details! But here's the short version:

Follow these steps to edit the dropdown values:
- Select a new Default value to show. Normally you would select the first state or province listed in your country.
- Click the Hide All button at the top. All of the circles will be filled.
- Click on the filled circle next to the states or provinces you want to include.
- At the very bottom of the list click on the "My state is not listed" entry to provide a way for international clients to nevertheless register.
- Click Okay to save your selection.
This is coming soon to ONTRAforms also!