As already stated collisions tiles are placed in the game layer. So, if you are working on a none game layer and select "make collisions", the editor will assume all none "empty" blocks in the layer your working on are solid (collision) and all others aren't (clear).
Is there a way to get the "make collision" to work over multiple layers? If you use multiple tile sets (one layer for each new tile set), the editor clears all collision tiles that do not correspond to a none empty tile in the selected layer.
Which means that you can only use the "make collision" for the one layer and then you need to do the rest by hand ... is there a better way?