Chrome Version 74.0.3729.169
May be i didn’t understand behavior of this component? I think, that is like <select> with <options> in modal window. I click on the button, and in the modal window select right <option>. After closing modal window, the button changes status and displays text with selected <option>.
Your component looks like button and after clicking on it —> opens modal and several links inside of it . No any interaction with ‘options’. I click on any option and nothing happens. Option 1 always with gray bg and primary color. Other options only reacts on hover (changing bg on grey), but not on click. And no any <select> element have been added to DOM.