Coincidentally, I have very recently run into the exact same problem, and It took me a while to figure out, but there is a solution that's relatively easy and worked quite well for me.
So first, you need a tree with leaves (obviously)
next, what you need to do is select your tree, and then in the scene outliner (that's the box in the top right corner that contains all the object in your scene) click the little dropdown arrow to the left of your tree object, to show everything contained inside of the tree object. And then make sure your leaves are selected as well.
(This step isn't necessary, but it makes it a lot easier to see what's going on)
Now, you need to make a new collection and name it something like "Trees" (If you don't know how to do that it's a very easy thing to google) and then you are going to move your tree object into that collection. MAKE SURE that you move the leaves into the same collection as well, trust me, I made the mistake of not doing that and it was not fun.
For the next step, with your leaves selected, click on the modifiers tab. There should be a particle modifier in the tab with a big button on it that says "Convert". Click this button, and it will convert each leaf on your tree into its own individual mesh.
(tips: If your computer is not very good at handling a lot of objects at once, I would first recommend changing your number of leaves on your tree to a smaller number. (Tip inside a tip: if you change the split probability in your m-tree node editor, you can get away with having a lot less leaves and still get a good looking tree) And one more tip: If you use your mouse to look away from the tree in your scene, it actually makes it easier for the computer to calculate it.)
Now, you will have a couple thousand of individual leaf objects in your scene. don't worry about them for now, the first thing we need to do is delete our initial leaves object that used to contain all the leaf particles. So, in the scene outliner, right under your tree object, click on your "Leaf" object, and press "X" on your keyboard to delete it.
Alright, just a few more things to take care of. Next, you will need to select all of your leaves and your tree at the same time. to do this you can right click on the "trees" collection that you made, and click on "Select Objects". This will select everything in your collection that is an object. WARNING: you need to make sure that your tree object is the last thing that you have selected. You can do this by holding down The control key on your keyboard (or command key if you're on mac) and clicking on your tree object with everything else still selected. you will know that your tree is the last thing selected if it turns a different shade of orange then everything else.
Ok, now if you've done everything correctly the last thing you need to do, is to right click over the tree, and click on "Join" and after your computer is done calculating that, you will have one tree object with leaves and all. (Tip: if you right click on the tree and the "Join button does not show up, you will first have to click on "Convert to mesh" and then the join button should show up)
And that's that. you should be able to turn it into a particle system now and build entire forests. Have fun!
(sorry if there are any spelling errors in here)