1. What happened
A mesh collider has a cooking option 'Use Fast Midphase.' This option is supposed to be disabled automatically when not on Windows, Mac, or Linux (any system that doesn't support this version of PhysX). However, this option is not disabled when building to UWP for ARM or ARM64 (used to build for the Hololens and Hololens2).

If you don't manually disable 'Use Fast Midphase' on all your mesh colliders then the colliders will not register in an ARM build.

2. How we can reproduce it using the example you attached
Create a fresh 2019.3 project targetted to UWP ARM64. Add a plane (with mesh collider, leave default options) and a few cubes (with box colliders and rigidbodies). Setup the project to use XR (I used the legacy 'deprecated' XR). Not sure if this is required to build to HL, but I added the Mixed Reality Toolkit to give additional HL support.

Create an ARM64 build. Build that project and deploy to your Hololens 2.

The logs will report that the 'midphase' is unsupported.