Correct, thats the way Yahoo groups works. if you elect to receive emails from the group, you get the attachments, but if you view the group on the Yahoo website (very roughly equivalent to what we are doing here, you can't get 'em.
There has been a recent change to allow attachements to be diverted to an online resource, and the poster's attachement shows as a link, which accesses it. This has t be set up by the moderator, though. I'm a member of at least 6 Yahoo groups, and this one often comes up.
I very rarely get to see any of the photos on here, when viewing at work.... most frustrating!