Edit the sprite and delete the collision mask, then click on collision mask again and close and save. Right mouse on the edited sprite and 'copy collision mask to each frame'.
Do this for all anims.
This will fix the falling problem but I wouldn't recommend this way of doing things. Using the animation 'tags' has always caused problems for me. It is usually better to use a dummy sprite with the platform behavior and set the position of the main sprite to this using System: always set position to object.
Try to hunt down the platform school examples - they have lots of useful tips.
In case you're interested, the first 5 lessons from Platform School are HERE, and part 6 can be found HERE.