Firebug shows that the empty drop down lists are linked to the invoice country lists, which i presume are off the checkout process. Must be something you are doing on those pages that is confusing things into somehow including a checkout field, very strange. Have you tried reverting all sitemap layouts back to standard? I can only assume you are doing something weird on these problem sections, as i have never seen that before.
Yes I have had odd looking sitemaps since implmenting the SPP, if I turn off the option on the product page to include in the sitemap then they don't cause an issue so there is a bug in there somewhere.
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