Recurring appointments are single entries in the calendar, with the
recurrences being generated on the fly for display in the day/week/month
views.  When you attach something to the initial recurring item, you may see
it on all the recurrences, but there is only ONE attachment.  When you
modify a recurrence, you add to an exceptions list that Outlook maintains
for that particular item.  In the case of an attachment, trying to remove it
from an individual occurrence can have no effect because there is only one
attachment and it is on the base item.  You're not actually removing
anything from the occurrence.

Additonally, while you can change things like occurrence time and they'll
stick (because of the exceptions list), if you modify the base entry in any
way that causes Outlook to recalculate the occurrences, all the exceptions
will be removed.