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If you attempt to attach a file from your mailbox or 365 Group through Outlook on the web, it may only send as a link, and not provide you with an option to send as a copy (regular attachment).
This is due to your attachment settings in your account options.
To change these settings, click the gear icon in the upper right hand corner, and select Mail
Then, under your Options on the left hand side, find the "Attachment Options" heading, and click on "Attachment Preferences"
You can then modify your preferences for files attached from your computer, OneDrive, or Groups, to always attach as a copy, always send as a link, or ask every time.
