I had the same issue with PDFs in mails or PDFs in ibooks since the last update to 11.6.6.
There is a solution or better maybe a fix/work-around.
I have added preview and books in the security settings from Mac OS to have full disk access.
Now I can open the files again, but I do not know if this is the best way to handle that.
It issue looks like a permission problem with the sandbox environment.
The logs look like this for mail attachments:
Sandbox: Preview(11237) deny(1) file-read-data /Users/(Username/Library/Containers/com.apple.mail/Data/Library/Mail Downloads/Attachment.pdf
PDFs in books have a similar issue with a different path:
sandbox: Preview(11237) deny(1) file-read-data /Users/(Username)/Library/Mobile Documents/iCloud~com~apple~iBooks/Documents/PDF.pdf