Place please rich:messages in your form.. In case of normal request processing all should be fine.
I had one already and no error shows up. I looked at the logs generated by a a4j:log tag on that page and I clearly see that the component is being refreshed but in the HTML that is sent, I see that the wrong option is "selected". Could the jsf version make a difference? I'm using Sun's RI version 1.2_04-b10-p01 on Glassfish v2-b41d. I know there is a newer version of both Glassfish and the JSF RI. I'll try to update to see if it makes any difference.