If you change the location of a page during the copy process then the attachments don't come along with it:

Steps to Replicate

1. view page in source space
2. Tools>>Copy
3. Use Location link and set target space and parent page..click Move when finished
4. click Save

Result: no attachments will be available

Workaround

1. # view page in source space
2. Tools>>Copy
3. Save the page
4. Tools>>Move
5. Use Location link and set target space and parent page..click Move when finished