Hi and welcome to forums,
The drop down adds a blank row automatically if the data is coming from secondary data connection.
You cannot remove the blank value from dropdown. But you can set the default value to show the xml value instead of blank value. In this case blank value will be displayed in the dropdown but by default first value will be selected when you open new form.
a. Double click on dropdown field in the data source.
b. Select Fx button for Default value.
c. Select Insert field or group.
d. Select secondary xml from data source.
e. Select "value" and click on ok.