PostgreSQL supports 1-to-1, but pgAdmin is not PostgreSQL.
As others have pointed out in the comments, your relationship is 1-to-many. You're missing the unique constraint necessary to make it 1-to-1.
pgAdmin may not support 1-to-1 relationships. The documentation does not have a way to make a 1-to-1 relationship.
You can try other visualization tools and see if they work better.
I find 1-to-1 relationships indicative of a design problem. In your example, the country and its capital are two different entities, but they don't necessarily need two different tables. You can store both entities in one table.
Or we can go the other way. A capital is just a special city. What if you want to store more cities? You need a cities table.
create table cities ( id serial primary key, name text not null, country_id integer not null references countries, capital boolean default false)
Now it's 1-to-many.
And to enforce one country, one capital...
create unique index one_capital_constraint on cities(country_id) where capital
Instead of a 1-to-1 relationship, we have a more useful 1-to-many and a constraint.