Using a custom formula for validation never creates a dropdown. Dropdowns are available only for lists of values that are either entered directly into the validation rule, or are contained elsewhere in a sheet ("list from a range"). 

Possible workaround: use "list from a range" validation rule, referring to a range in which you use some formulas to compute the available options. 

Example: cell B3 has validation rule saying "list from the range P3:R3". Cell P3 has the formula `=if(isblank(A3), "", {"aa", "bb", "cc"})`. So, if A2 is nonempty, than the range contains "aa", "bb", "cc". Otherwise it's blank.