Hi Jack and welcome! It’s a common question with a lot of confusing grey area, so don’t feel bad at all about asking.
If you’re certain the tree grew on its own and wasn’t intentionally planted, yes marking it as “wild” is appropriate.
It looks like this situation kicked in for your observation:
The system will vote that the observation is not wild/naturalized if there are at least 10 other observations of a genus or lower in the smallest county-, state-, or country-equivalent place that contains this observation and 80% or more of those observations have been marked as not wild/naturalized.
To counter the iNat system’s automatic vote, at the bottom of the observation in the Data Quality Assessment section, you can vote with your own thumbs up next to “Organism is wild”.