Why would some messages not show attachments?

Since moving to Yosemite and Mail.app 8.2 I've noticed that some messages show attachments in the message list and some, well, don't. The loss of this little icon seems to impact those messages searches in which I'm looking for messages from a person with attachments. I've attached a screenshot that shows a message that recognizes there are attachments and one that clearly doesn't:

Why might this be occurring and, more importantly, what can I do to remedy it?

Most of this mail is coming through Exchange with Outlook for Windows as a source at times. I don't know if this is a Windows problem, Outlook problem, Exchange problem, or Mail problem. But since I've only noticed it since moving to 8.2 I'm assuming it is a Mail problem.

Yosemite was installed as an upgrade on top of Mavericks. Haven't tried a fresh install even though I've had other problems with Mail in the form of odd stalls while Mail is trying to fetch data off the Exchange server. Let's deal with the attachment problem first.