There are two errors in the code shown in the question.
It's only the form builder that can add options to form elements. Differently, you will get the error you quoted.
An invalid selection has been identified. Please contact the site administrator.
What the AJAX callback does is simply returning the form element that needs to be changed. In your case, ...
Found out there is some very Webform-specific logic involved (@see WebformSubmission entity using a custom theme and render logic).
My custom rendering is confusing webform's logic. I switched to Webform's own renderer, and enforced the admin theme after my custom rendering.
function mymodule_webform_options_alter(array &$options, array &$element, $...