When I press the game mode a tree disappears, WHY?

Curious. It could also be a case of camera culling. (“obscured”, although sometimes actually visible objects get removed and added dynamically visually for performance)

Fix the collision mesh manually on the source files (FBX probably, I suggest Blender3D).
Or, remove the collision mesh Unreal Engine. That is, assuming that the leaves are a separate mesh from the tree. You’d open the leaf mesh , then:

Configuring Collision for a Static Mesh in Unreal Editor for Fortnite | Unreal Editor for Fortnite Documentation | Epic Developer Community