Hi,
It's because they are actually downloading (even if your Internet connection isn't presently accessible...).
This is a problem usually created by the IMAP protocol itself: it allows to download only partially the attachments. So you can have on your local email client some (many) attachments partially downloaded (the original motive of this very, very bad idea was to save some bandwith, in the good old times where the Internet was a tad slow).
Try to (take a while...) let time to your email client, connected to the Internet, to download all your attachments. NB: don't do that at hours when all the country tries to do so... otherwise the mail server will inevitably try to "help" you gain some time/bandwith by NOT downloading to your mail client the larger attachments...
Normally, never such problems with POP3. Emails are entirely downloaded one by one, including their attachments. This is slower, this takes room on your local disk, but it's way safer.
Post Scriptum: Somebody explains why (why, why?) all your email provider access are by IMAP, up-there? LOL
Regards.