Taxonomy Term View with Expose filter Dropdown of Terms Name
to get a dropdown filter you dont have to choose the taxonomy name rather the taxonomy term and select the vacabulary. 

You follow this steps to get what you need :

1- https://monosnap.com/direct/Zw1q6Ww9If5vQZAAQsvysCt3TmL4L7

2- https://monosnap.com/direct/P4YbmYcXooNk7eLd1kev5y9sRyxekW

3- https://monosnap.com/direct/7gI69kySC5ciKtaBeBtbRRkCQS9Mf1)