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Hello,
My best guess based on this situation is that the tenant has Safe Attachments turned on to remove malicious attachments. I'm going to assume that you sent a macros enabled form (.docm or .xlsm) and their system allowed the e-mail to get through but stripped the attachment out of the e-mail.
Perhaps ask them if this is true or if they have any other policy (such as DLP) set up to remove attachments with certain file extensions.