Email2Phone says if a message has an attachment and plays it only if it is a .WAV file. Any other format, a PDF, an image, a spreadsheet, is announced but not played; press 3 while a message is playing to hear the attachment or the announcement.
For alerts this rarely matters, because the information is in the subject and body. Where it does matter is replying by voice: a spoken reply is itself stored as a .WAV file, so a reply to a reply plays back on the phone.