It looks like you used "Copy collision mask to each frame". It is currently broken and causes the collision mask of every frame to be empty.
An oft used solution is to have a separate sprite for the collisions. Any behaviors are applied to the hitbox sprite, and player sprite's position, direction and animations are set with events.
The events will look like this:
+ System: Always (every tick)
-> Sprite: Set angle to hitbox.Angle
-> Sprite: Set position to object hitbox (image point 0)
+ hitbox: [negated] is moving
-> Sprite: Set animation to "idle"
+ hitbox: is walking
-> Sprite: Set animation to "running"
+ hitbox: is falling
-> Sprite: Set animation to "falling"
+ hitbox: is jumping
-> Sprite: Set animation to "jumping"