Validation warning message not triggered for National Identifier Section in Before You Enroll Page.

We have configured validation rule in Before You Enroll page for National Identifier (Country) field where the validation condition is working which restricts users from adding contacts without adding a national identifier but the error message we have configured is not displayed.
Navigation- Me→ Benefits→ Before You Enroll
Raised this question for asking if anyone has faced this kind of issue. Any inputs and approaches would help, thanks.
Attaching screenshots for further references.