Ed,
I don't think it should need either for adding an attachment, but there are many reports of similar nature, although I have not experienced it at all.
However, the Mail Downloads folder has often been the source of confusion to people who have found it, because it makes them think it is the location where attachments are saved -- this is not the case, but was created to provide a point of storage for editing an attachment and sending back to the original sender, and any edited version can be saved there, but the copy with the original message is not altered -- Mail Preferences can be set to remove all unedited files from the Mail Downloads folder whenever closing Mail, etc.
Some of the confusion with the Mail Downloads folder is that attachments that are looked at with Quick View also go into it, and which means Quick View has some of the status of a third party app in the same way as, say, Photoshop.
The Downloads folder is most often used when downloading from within your Browser, but if an email message is HTML, then clicking to download from some link in that message would likely go the Downloads folder.
Ernie