You can do so by overriding the template file in your custom module.
app/code/YourVendorName/YourModuleName/view/frontend/layout/customer_account_index.xml
Note : please replace you xml file name with customer_account_index.xml
and use referenceBlock name according your point of view sidebar.main.account_nav
or customer_account_navigation_block
<?xml version="1.0"?>
<page xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:View/Layout/etc/page_configuration.xsd">
<body>
<referenceBlock name="customer_account_navigation_block">
<action method="setTemplate">
<argument name="template" xsi:type="string">YourVendorName_YourModuleName::collapsible.phtml</argument>
</action>
</referenceBlock>
</body>
</page>
I hope this can work for you.