This is a bug I've just found and reported to Odoo (link here)

Until Odoo will fix this, I've just applied a custom fix on my model in the create method like:

@api.model_create_multi
def create(self, vals_list):
    recs = super().create(vals_list)
    for rec in recs:
        rec.attachment_ids.update({
            'res_model': self._name,
            'res_id': rec.id,
        })
        return recs

You can retroactively fix existing records in the same manner through a similar script

Hope it helps ;)