I figure it out!
Here is the explanation:
In some objects exported from blender, when you create a "New Inherited" scene, the root object is created as "Scene Root" and the rest as "Inherit Scenes" (you can see this because the first object in the scene tree has "white" letters and the rest has dark gray letters).
So, after you have the object in Godot, you have to save the scene and then press your second mouse bottom over the "Scene Root" object (the white letter object in your scene tree) and select "Clear Inheritance" (this clear inheritance option is only available after you save your scene).
After all this, your secondary objects are no longer inheritance and the "animationtreeplayer" and "animationtree" works!!
I don't know if there is an easier option to do this, It would be nice if there is.