Avoid splitting trees by value missing

Decision trees only splits on missing if you have sparse data. Are you using nested tables possibly? If not, then you have a column in your table with enough NULLs that are correlated with your target that there is enough information gain to cause a split. You can use NOT NULL, but this will just prevent the model from processing altogether if nulls are present

Unfortunately there's no way to not split by a value that appears in the data in SQL 2005. It's something for us to think about for future versions (expecially the "NULL" case)