As I often say in my day job as a Usability Consultant, "never underestimate the stupidity of users"
UPDATE: or indeed software engineers. You can indeed enter "Other", but take careful note that this also resets the State/Province field to null, rather than "None". Then, of course, the next step fails and you have to start all over again. I'm sure the book is worth it, but fercrissakes, can't these people get such a simple thing foolproof ? (I do realise this is a third party processor, not a LL page)