Current choice_attr description:

Use this to add additional HTML attributes to each choice. This can be an array of attributes (if they are the same for each choice), a callable or a property path (just like choice_label).

Actually it's not possible to set attributes for all choices at once. You need to redefine attributes for each choice separately:

'choice_attr' => [
    'Choice A' => ['class' => 'foo'],
    'Choice B' => ['class' => 'foo'],
    ...
    'Choice Z' => ['class' => 'foo'],
],

Please correct me if I'm wrong.