Open the message and then use Shift+Tab, which will select the Message field as shown highlighted below:
From here you can use the arrow keys to select the different attachments. If the attachment is an image, it will automatically preview below, as will certain types of office documents.
To open the attachment in the default application, just hit the Enter key. You’ll probably get a message similar to this one:
And that ends the mystery of the missing attachments hotkey.