Tee tree oil is not a single substances, it is a mixture of many things, mostly liquid terpenes (which work as a solvent) and some smaller amounts of other, dissolved substances (this general description can be applied to many natural "oils", it is is no way specific to the tee tree oil itself). These dissolved substances can crystallize out for many reasons (including, but not limited to changes in temperature and evaporation of the solvent), that's just what happens to such mixtures.
In general: nothing unusual, even if I have no idea about what the particular substance is. Most likely nice example of natural processes taking place in natural products.
Probably people working in the related industry (I don't think any of the regulars belongs to that category) will know more details, there are some fineprints that I intentionally left out.