Unfortunately, it is not possible to achieve dynamic/linked dropdowns using purely MessageML with Symphony Elements at the moment. Custom logic with Javascript will never be allowed as they are a security risk.

One option is to use Extension Apps to build a custom renderer for messages. This option is a lot more complex since you'll need to host the app on your own web server and require users to install your app from Symphony Market. This option also does not work on mobile and does not have the same auditability/compliance features since traffic is routed directly from the Symphony Client to your web server rather than via Symphony's REST APIs.

Another option is an upcoming feature that allows updating message content with a newer version via a REST API, though it is expected to only interact via button submissions and not interactive events like dropdown value changed.