Just yesterday while checking what I'd get in the conversion of STF loot, I also noticed none of the items that are attached to the couple mails I send from one toon to another appear.
First I checked that it happens in sector space, without direct access to mail (console or freighter).
Then I called in the S.S. Vov'wI which should grant direct access to both sending items and receiving them. Sadly, even when I clicked on the "mail" option on the S.S. Vov'wI's interface, the attached items still didn't appear. I couldn't see the items nor the button by which I could claim them.