Nope, one at a time. A good reason not to store attachments in Quicken.
Then you need to start a new "Idea" post. Make sure that you describe very clearly how it should work, otherwise if the Devs decide to add it, who knows what you might get. How downloaded loans are handled and presented or allowing pending transactions to be downloaded and included in the online balance are good examples of a bad implementation
Sounds workable.
I don't store attachments in Quicken since it makes the file VERY large over time which makes backups slower and more disk hogs.
Keeping attachments in a separate folder structure outside of Quicken is IMO the best process. The fact that Quicken encrypts the attachments which means that you can only view them via Quicken, one at a time makes it an even worse process.
If you pull out copies of the important ones to an external to Quicken folder structure, you can remove ALL of them from Quicken when making a file copy using the process on the File menu. It would require that you re-establish the download connections in the "new" file, but the attachments would be gone.