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Epiphytes may get nutrients from the air of water. But some of them, specially orchids, in addition, have a fungus associated with their roots, that is responsible for "digesting" the decaying organic matter nearby, making the minerals available (different from the saprophytic plants, who absorbs directly the organic matter). This is one of the reasons why orchids have specially strong root systems, in contrast with equally epiphytic Bromeliads, with very simple and sometimes almost useless roots.
In some species this association is so important that some orchids, specially from the genus Campylocentrum, have most of their biomass constituted by roots, and some plants are just thick roots with chlorophyl, and an ephemeral stem from where the flowers emerge.
Either way, the epiphytes cause no harm to the host plant at all, and it is adviced to keep them on a tree, as they are a nice addition to the landscape, and often pretty ones if you look closer... unless you are just too lucky, and got a massive colony of heavy Cattleyas that are just too heavy for the tree to hold them in a branch and it all ends up falling.