Right. That's the Office plug-in, not the Outlook plug-in, that's doing that. Big difference.
When running auto-protect, attachments are typically scanned when opened--though they never do get a chance to open. What happens is that when you try to open the attachment, the email program has to extract the file and save it to a temp file first. That triggers the scan, and email viruses get caught at that point, BEFORE they get opened. However, they don't get scanned until you try to open them.
Some email programs save attachments as actual files instead of in a mail database. If you use one of those email programs, attachments will be scanned as soon as they're saved, before you ever try to open them.
Hanlon's Razor: Never attribute to malice that which is adequately explained by stupidity.