You need to do a few things;
First change the Non-persistable entity you use for the return of REST call into a persistable entity in the Entity properties.
by doing so, the return of the REST call will then automatically be committed to the database.
Secondly; change the mapping if needed. A mapping using non-persistable entities will always import and map the return data, as it is always new data. When using a persistable entity, ensure that you at least synchronize your data by change the mapping property to “create when not found” this will do a catch or create when mapping.
Third; you have to rethink the moment when to call the REST API. now you call it as datasource of your dropdown, which I won’t advise to do as it has impact on the user experience. And since you now store the values, you can sync the selectable objects on a more strategic moment.