Surely this is an error/issue as it provides you the option to "import attachments" it does not import any of the attachments.
This means that you have to export everything and then import it all, selecting to import attachments, then manually delete items you do not need.
Why else would the plugin provide an option to import attached files and then it does not import them?
This plugin really is a mess, even with a full import, many items seem to fail.
I just exported everything and then imported everything. All it imported was images, no posts, no pages, nothing.
The only way I can get this to work is to export and import everything so that it imports images. Then I need to export and import posts, pages etc separately so that it imports the content. Then I need to manually edit the db so that the address for all attached content is correctly referenced. Yet WordPress claim that the plugin works with v3.6! Come on WordPress, this is a vital plugin and needs to be addressed.