You can override the layout of specific widgets in your form, which means you can override the way the select renders and put in custom code to check what the value of the option is and output your custom class there.
You need to apply a custom layout to your form, like so
{% form_theme form 'form_theme.html.twig' %}
Then inside the layout file you need to override the specific field for that specific form (unless of course you want to edit the choice_widget directly in which case all fields that use choice will have the functionality).
To do that you have to copy the widget, so choice_widget, then name it [_formName_fieldName_widget]
So if your form name was events and your field name was requireTickets, it'd be _events_requireTickets_widget