The problem is when the object is converted to proxy, internally a new object is created and the mesh is deleted. As there is no any method to track this conversions, Forest loses the reference to them. You should re-connect each geometry item with their corresponding proxy to fix the scene.
Anyway, the best way to save space in the scene are X-Refs. Instead Proxies, they are a native characteristic of 3dsMax and are much more easily to track them internally. Besides this, they are more efficient
both in edition and render with Forest Pack.
If you use library items, or create your own libraries, there is an import option
to keep all trees references as XRefs automatically, saving a lot of space in your files.