I think this issue is caused by the Input components which is in the select project( https://github.com/react-component/select )
The reason is the lack of the init value of aria-expanded in the Input component. As the image show when the open attribute is undefined the aria-expanded will have an invalid value which will cause the aria-expanded attribute didn't work. This issue only happened at the init when you click the Select component the aria-expanded will show correctly.

The work around here is set the defaultOpen option to the select component. But when this component is used in antd other components like the Pagination component this issue will occur too. So eventually we need this issue to be fixed in the future. I can create a pr if need. Can anybody add me to the contributor so I can create a pr for this issue? @afc163

I have this issue as well.
I made a different work-around I figured I'd post in case anyone else wanted to use it.
This component just wraps the antd Select with some state to keep track of when the aria should be expanded or not to solve for the initialization issue.

const A11ySelect = ({ onClick = () => {}, ...rest }) => {
    const [isExpanded, setExpanded] = useState(false);
    return (
        <Select
            onClick={() => {
                setExpanded(!isExpanded);
                onClick();
            }}
            aria-expanded={isExpanded}
            {...rest}
        />
    );
};```