I forget exactly where I have learned this but in the last few months I learned about trees in chessbase. Somehow I seemed to have gotten the false impression that Chess Assistant was more unique in having trees for the databases. The reason they are a bit hidden is that Chessbase calls them opening books.
This was slightly confusing to me because for some reason I guess I thought of this as being a more limited function. But it is pretty much the same as in Chess Assistant. You can easily build a tree for the whole of Mega Base.
Ok, so how are they different? From what I have seen, there are 2 main differences.
1) In chessbase your tree is more directly limited to the beginning and middle game parts of games. You can't push it too far. Chess Assistant trees on the other hand easily incorporate every move in the database.
2) I find that so far it is much more effort in Chessbase to go from a tree position to a game list. In Chess Assistant it is really just two clicks I think to get the list of games from any tree position. (Basically you right click on the panel below the tree (still in the tree window) and then select "show games" or something like that.)
So, if you are interested in getting the tree working in Chessbase here's how. First you make a new database in the main window, but instead of letting it be
.CBH or whatever, you use the drop down menu and pick .CGT file format
for opening book. You also name it whatever relevant name you want, and
then save it. Now you search in mega base (or you can take the whole thing) and get your list of the games you want. Next, click on the list of games, use select all, and make sure they are all blue. (You have to actually click on a game in the list then use the select all to get everything selected). Now you can clip to clip base. Now you drag clip base into your CGT base and you will get a pop up. To be honest, I feel that strangely CB is more buggy than CA. My recommendation here is that you just use the preset 20 moves from eco defining position. I haven't had very good luck with messing with the parameters. (small reminder to erase clip base afterwards so you don't end up contaminating the next time you clip games, another small inconvenience in chessbase.)
Now you will have a tree structure for whatever game set you have selected that you can navigate back and forth. As I said it's a bit limited but for the most part pretty great.