In Confluence 6.11, the Attachments is missing the Edit in Office button.

This is probably because the option has been depreciated from the View File macros, with the addition of the Confluence Companion App.
CONFSERVER-56315

There is no mention that this function would be removed from the Attachments macro, and so, the option should be there, and be able to work with the Confluence Companion App instead.

The current process to edit is to first preview the file, and then use the Edit with option.
It would be better if we can have the Edit with option without the need to first preview the file.