Yes, I found this out a few months ago, when I attached 2 pdfs - the first was an icon but the second was viewed in place. No idea why, but I guessed it was a right-click to unearth some properties menu on that particular file and get the other to display as an icon as well.
I can't find any option in Preferences to set it to default one way or the other, so maybe it's a property of the document itself (in Get Info maybe?)