Last prediction missing value strategy [1] does not work correctly in PMML tree models. If input data contains missing values which needs to be evaluated in predicate, then evaluation of decision tree does not return any result. See reproducer [2].

[1] http://dmg.org/pmml/v4-2-1/TreeModel.html#xsdType_MISSING-VALUE-STRATEGY
[2] https://github.com/kiegroup/drools/pull/1735/files#diff-be467d76c0d3f996ffd53a469a9aedceR187