PDF/A-1, the version of PDF/A that is currently supported in LiveCycle, does NOT support attachments of any type. that is why they are removed during the conversion.
PDF/A-2, the newest version of PDF/A and currently supported in Acrobat X, allows for attachments that themselves are also PDF/A (1 or 2) compliant.
The ISO committee for PDF/A is also hard at work on a PDF/A-3 that will allow ANY type of file to be attached. However, that certainly wouldn't be ready till 2012 or 2013.
Hope that helps.
ISO Project Leader, PDF/A