Так не то?
const data = {
Россия: ['Москва', 'Санкт-Петербург', 'Воронеж'],
Беларусь: ['Минск', 'Витебск', 'Орша'],
Украина: ['Киев', 'Львов', 'Харьков']
};
const countriesSelect = document.querySelector('#countries-select');
const citiesSelect = document.querySelector('#cities-select');
const paragraph = document.querySelector('p');
addOptions(countriesSelect, Object.keys(data));
addOptions(citiesSelect, data[countries[0]]);
countriesSelect.addEventListener('change', function() {
citiesSelect.length = 0;
addOptions(citiesSelect, data[countriesSelect.value]);
changeText();
});
countriesSelect.addEventListener('change', changeText);
function setOptions(select, arr) {
arr.forEach(val => select.add(new Option(val)));
}
function changeText() {
paragraph.innerHTML = countriesSelect.value +','+ citiesSelect.value;
}