[ UPDATE! ]
They have supposedly enabled this with a org definition file feature:
https://releasenotes.docs.salesforce.com/en-us/summer18/release-notes/rn_sfdx_scratch_orgs.htm
Disclaimer: I have not been able to use this feature when I try to turn this on I get the error:
ERROR: StateAndCountryPicklist is not a valid Features value.
[ Original Post ]
I've ran into this issue as well.
I was able to configure which Countries and State to show under Step 1:
Configure state and country/territory picklists.
Converted and Enabled the picklist and then...
When I did a sfdx force:source:pull it pulled the configured Active/Visible country options under Address.settings-meta.xml
I tried spinning up a new scratchOrg and it pushed those configuration but I still have to manually re-convert and enable picklists again.
I know it's not the answer you're looking for but just wanted to share my progress.
I'll answer as I did find some kind of workaround
Those steps allow me to work DX-style with Managed Package, Namespace and Person Account
1 Create scratch org WITHOUT Namespace, using flag -n, --nonamespace
sfdx force:org:create -f config/project-scratch-def.json -a ScratchNONameSpace -s -n
2 First thing is to pull Account.Business_Account, which works as expected
$ sfdx force:source:status -r
=== Source Status
STATE FULL NAME TYPE PROJECT PATH
Remote Add Account.Business_Account RecordType
$ sfdx force:source:pull
=== Pulled SourceSTATE FULL NAME TYPE PROJECT PATH
Add Account.Business_Account RecordType force-app/main/default/objects/Account/recordTypes/Business_Account.recordType-meta.xml
3 Create scratch org WITH Namespace
sfdx force:org:create -f config/project-scratch-def.json -a ScratchWithNameSpace -s
4 Check status, you'll see conflicts
$ sfdx force:source:status
=== Source Status
STATE FULL NAME TYPE PROJECT PATH
Local Add (Conflict) Account.Business_Account RecordType force-app/main/default/objects/Account/recordTypes/Business_Account.recordType-meta.xml
Remote Changed (Conflict) Account.Business_Account RecordType force-app/main/default/objects/Account/recordTypes/Business_Account.recordType-meta.xml
5 Push your code using flag -f, --forceoverwrite
$ sfdx force:source:push -f
=== Pushed Source
STATE FULL NAME TYPE PROJECT PATH
Add Account.Business_Account RecordType force-app/main/default/objects/Account/recordTypes/Business_Account.recordType-meta.xml
$ sfdx force:source:status
=== Source Status
No results found
After that you would be able to push/pull without issues.
Best Answer
This issue is resolved. I did a source pull again from scratch Org. It updated the Global Valueset locally and followed with push made a successful deployment I will try to get the root cause shortly and post it