option's css class is removed when option is selected

Answer 1

Unfortunately what you are seeing is the browser's default widget behavior that has no CSS override. There are some options available to you - perhaps something like Taming the select will be helpful?

Answer 2

Agreed with Andrew. One other thing you might think about, though, is that usability goes down when you change form elements' styles. If you mean to denote a changed part of a form you might just highlight the box around the select.

Answer 3

If you want to style select box I'd suggest replace them with something like JQuery Flexbox (demo). If not they will be rendered in different ways across browsers & platforms.