Call Tech support, Get to a Senior Tech who knows Mail.
Apparently nobody is complaining about this bug to the right people. Not seen a single comment from Apple on the forums about this. Yet Tech's claim Apple sees all.
Get to a Senior Tech who knows mail....!!!
I've had them grab your logs.
I suspect this is happens when mail first runs and there is a rush of mail to handle.
I've had mid day emails from the same source not have issues. Simply requesting the original email be resent.
In the mean time, I'm changing rules.
Change the Color, then COPY the email, not Move.
Color change in my In Box makes it easy to pick out those emails and make sure they got to the proper folder.
Then just delete those in the In Box.
If they stay in the In Box, your email server will keep the email and the attachment will ultimately download.