In a user's profile, It seems the interface tries to enforce a relationship between country and state.
That is, the state only appears if the country is set.
But this relationship is not fully fleshed out.
If, for example, a state is in a record and the country is not set [which is very possible via an admissions form or via import, etc.] then the state does appear contact card page as if it is there and all is well,
However, it's not completely there because it doesn't show up when you edit the user's profile [unless you set a country to 'United States'] .
Also, even though the state shows up in the contact card, it is somehow "missing" because, for example, Connect/RE DELETES the state on any records that have no country.
I think it's safest for all concerned if this weakly implemented association between state and country is abandoned.
I just experienced this issue, and was going in circles, trying to figure it out.
This is not set up correctly. It is not intuitive as selecting country is not a required field. Morevoer, the system lets you save the data without the country, I checked after I had saved it (or rarhter it looked like it did! and that it what is so confusing) . The state was showing but few minutes later it was not. Magic!
If the country is required, which honestly it should not be, than at least the United States should be on top of the drop down list.