The problem is that the original message was formatted as html. Outlook will only show the attachments on the printed email if the message is in plain text format. Now you cannot control how senders format their messages, however if (like me) you need to print the email with the attachments displayed, there is a workaround.
Open the message and click the Forward button. On the toolbar under Format select Plain Text and say Yes to the warning message, then forward this message to yourself. You can then either print the message from the Sent Items (after it has been forwarded) or from the Inbox (after you've received the forwarded message).
I know this seems a bit of a long way around, but if you need a hardcopy with the attachments showing then at present it is the only solution I know of.
