The first time I played it took me forever to figure this bit out. I knew that you had to walk the treetops considering Dona blurted it out before hand, but I couldn't do it. I went to every gate first and then went back to the path just up and on the first left of the save sphere. I ran up the path for a few steps untill the screen was a birds eye view of the party, then Yuna says something about the tree tops and they do it for you.

So in short I guess you have to go to all of the gates and then to that location I just said for it to work.