JSFiddle - React, Tailwind, and code Playground

HTML

<select id="update_supp_last_countries">
    <option value="Afghanistan">Afghanistan</option>
    <option value="Albania">Albania</option>
    <option value="Algeria">Algeria</option>
    <option value="Algeria">Algeria</option>
    <option value="Algeria">Algeria</option>
    <option value="American Samoa">American Samoa</option>
    <option value="Andorra">Andorra</option>
    <option value="Angola">Angola</option>
    <option value="Anguilla">Anguilla</option>
    <option value="Angola">Angola</option>
    <option value="Anguilla">Anguilla</option>
    <option value="Angola">Angola</option>
    <option value="Anguilla">Anguilla</option>
    <option value="Angola">Angola</option>
    <option value="Anguilla">Anguilla</option>
    <option value="Angola">Angola</option>
    <option value="Anguilla">Anguilla</option>
    <option value="Antartica">Antarctica</option>
    <option value="Andorra">Andorra</option>
    <option value="Antigua and Barbuda">Antigua and Barbuda</option>
</select>
<button id="apply">apply filter</button>

JavaScript

jQuery.fn.uniqueAttrs = function(attr) {
		if(!attr) return this;
		var that = this;
		return this.filter(function (index, node) {
			return that.index(that.filter(function() {
				return this[attr] === node[attr];
			})) === index;
		});
	};

$("#apply").on('click', function() {
	var $ul = $('#update_supp_last_countries');
	$ul.html($ul.find('option').uniqueAttrs('value'));
});