Trees are the most natural place bees can live, this is where they live, in the cavities of trees, it is not a sign in the very least that they are entering from the base, that they are AHBs, they enter tree cavities wherever they may find an entrance, whether at the base or 40' up.
Here's a thought. Check the tree out thoroughly and determine where the cavity is, if you can seal the main entrance and move it high from the ground, they may decide to just leave them in the tree.
...JP