Confluence external links to attachments are very difficult to use because they require knowledge of arbitrary page IDs.
Example:
http://confluence.atlassian.com/download/attachments/133726/view.gif?version=1
How can any external program easily know that when it wants to link to the view.gif attachments on the "Home" page of the "DevTalk" wiki space, it needs to somehow know that the attachment is on page 133726? One response could be that the Remote API could be used to figure out the page ID, but what if the external program is a conversion utility, or the Confluence owner doesn't want to expose the API?
An alternative form of linking should also be offered:
http://confluence.atlassian.com/download/attachments/DevTalk/Home/view.gif?version=1
Also, this second type of URL is much easier to deal with when doing conversions from Twiki to Confluence, since they use a /pub/spacename/pagename/attachmentfilename format for their links.
Another comment on this:
I think the more serious problem is that Confluence doesn't have permanent URLs for attached files. If it did, then you could link to them. http://www.w3.org/Provider/Style/URI