In Confluence 4.x, if you click on the label for an attachment it send you to the URL <CONFLUENCE_URL>/labels/<LABEL_NAME> where you can see all attachments with that label.

In Confluence 5.x. that URL has changed to <CONFLUENCE_URL>/labels/<SPACE_KEY>/<LABEL_NAME>, but in the macro, if you click on the arrow (>) by the attachment name so more information is displayed, the link in the label still points to the old URL.

Fix

Customers using Confluence 5.1 and above can upgrade to Confluence Attachments Plugin 3.6.7 available from the Atlassian Marketplace.