Struts will only populate the property in your ActionForm bean, not in your Customer bean. Just remove the name attribute from your html:select tag and struts will assign the idCity value to the address bean in the ActionForm.
If your ActionForm is in request scope, you will need to instantiate the Address option before Struts can populate its properties. Change line 1 of your ActionForm to:
If you do this, Struts should populate the idCity property of the Address in the ActionForm when the form is submitted.