In our Horde-Setup (latest version) there is nothing to select, 
despite the settings in the prefs should result in another behaviour:

// Save attachments when saving in sent-mail folder?

$_prefs['save_attachments'] = array(

     'value' => 'prompt_yes',

     'locked' => false,

     'shared' => false,

     'type' => 'enum',

     'enum' => array('always' => _("Always save attachments"),

                     'prompt_yes' => _("Prompt every time an 
attachment is sent; default to YES"),

                     'prompt_no' => _("Prompt every time an attachment 
is sent; default to NO"),

                     'never' => _("Never save attachments")),

     'desc' => _("When saving sent-mail, should we save attachment data?"),

     'help' => 'prefs-save_attachments');



--> There is no dropdown-bar or something else and though value is 
"prompt_yes" the attachments won't be saved.

Fixed.

Works for me (the link is right under the attachment upload box).

When composing messages with attachments, there are is no longer the 
option to save or not save them in the sent-mail folder.