Okay, this is what I do with Mail.app in Lion (latest public version 10.7.0)
- I compose a message, attach a file by drag & drop at the end of the mail (e.g. a screenshot.png)
- I send it with Mail.app in Lion
- If I change the view to the sent box and select the just sent E-Mail, the menu item "E-Mail > Remove Attachments"* is greyed out and there is no way to remove the attachment.
- However, when I move the sent E-Mail from the sent folder to another folder of my IMAP-Account (e.g. INBOX), the menu item becomes available and I can remove the attachment.
I'm running the latest public Lion and only have IMAP accounts. To me, it was really helpful to learn that only the Sent folder seems to be affected.
Hope this helps.
* I have a german menu, so the name might be slightly different.