Select component does not validate required prop

React Select dropped support for the `required` prop at some point in the past, also affecting our `Select` components that are based on it. Here is a summary of the status on this: https://github.com/JedWatson/react-select/issues/4327

It seems that this feature may make a comeback into React Select but I think we should try to implement a solution for this while we wait.

## Expected Behavior
Selects including the `required` prop should be validated to ensure a value is selected.

## Current Behavior
Selects including the `required` prop are not really required and there will not be validated by React Select.

## Your Environment

* Graylog Version: 4.1.0-SNAPSHOT (583e639845ca3b65e41e89334772755a6b03cd7a)