Add actions per option in `select` component

**Describe the problem you have/What new integration you would like**

I'd love to see support for an `on_selected` action in the `select` component. The idea is to let users define what should happen when each specific option is chosen, directly in YAML, without needing to use a lambda or write a switch-case. I initially tried to figure out a lambda under `set_action` and spent way too much time trying to solve data type mismatches.

**Please describe your use case for this integration and alternatives you've tried:**

I'm using a `select.template` in my project to control a water heater with several modes (Off, Half - L1, Half - L2, Full). Right now, the only way to trigger different actions depending on the selected option is to use `on_value` or `set_action` and write a lambda that checks the selected index or value and performs the corresponding actions. It works under `on_value`, but it took a lot more time than I like to do the research and testing for figuring out the lambda. Here's my current working example
```yaml
select:
- platform: template
name: Mode
id: mode
options:
- "Off"
- "Half - L1"
- "Half - L2"
- "Full"
initial_option: "Off"
optimistic: True
on_value:
then:
- lambda: |-

switch(i){
case 0:
id(relay1).turn_off();
id(relay2).turn_off();
break;
case 1:
id(relay1).turn_on();
id(relay2).turn_off();
break;
case 2:
id(relay1).turn_off();
id(relay2).turn_on();
break;
case 3:
id(relay1).turn_on();
id(relay2).turn_on();
break;
default:
id(relay1).turn_off();
id(relay2).turn_off();
}
```

It would be so much nicer if I could just define the actions for each option directly in YAML, something like:
```yaml
select:
- platform: template
name: Mode
id: mode
options:
- "Off"
- "Half"
- "Full"
on_selected:
"Off":
- switch.turn_off: relay1
- switch.turn_off: relay2
"Half":
- switch.turn_on: relay1
- switch.turn_off: relay2
"Full":
- switch.turn_on: relay1
- switch.turn_on: relay2
```
Alternately
```yaml
select:
- platform: template
...
options:
- "Off":
on_selected:
- switch.turn_off: relay1
- switch.turn_off: relay2
...
```
This structure is easier to understand, requires no lambda code, and aligns with other `on_*` automation patterns in ESPHome.

**Additional context**

This feature would make configuration files more declarative and accessible, especially to users who are less comfortable with C++ lambdas.

Similar patterns already exist in other ESPHome components like `binary_sensor` and `button`, where `on_press`, `on_click`, etc., can be used declaratively.

It would improve readability and maintainability for configurations that use multiple selectable modes or behaviors.