Dynamic Dropdowns is not supported in MySQLi. We will have an updated tutorial on how to accomplish this result in the next couple of weeks. We have an improved method to do the same thing using Framework builder and AJAX that is built into Data Bridge v2... we just need to finish the tutorial to show people how to do it.
That videos for that tutorial are just about completed and we will be adding them to the site in the next week or two. It is a much more powerful and modern approach to this problem that is also applicable to loading any other content dynamically (not just a second select list) based on form input or other interaction on the page.