We experienced a similar problem when Adobe updates were installed. It seems that a recent Adobe update took away the capability to save your digital signature directly to the PDF email attachment, then forward the email with the signed attachment. Now, when we open a PDF email attachment and place a digital signature, as soon as we have entered our password for our digital signature, we are prompted with the "Save As" dialog box asking us to save the document somewhere on the hard drive of our computer (the default location is My Documents). If you hit Cancel, then the signed version does not get saved. The attachment remains unsigned. So we learned we needed to go through the Save As dialog and choose (and remember) a location to save the PDF, such as My Documents or Desktop, then reply or compose a new email and attach the signed version that we had just saved in Documents/Desktop. We used to be able to hit the Save icon in Adobe and save our changes (digital signature) to the email attachment. Having to save the PDF somewhere other than the email itself is an extra step we'd prefer to avoid, and we'd be happy to learn of a way to go back to our old method. I believe the key was that Adobe would save the signed version somewhere in the "temp files" on the C drive and automatically use that version when the email is forwarded. And I think Adobe did away with that, unless there is a way to revert to that method using Preferences?
But I wonder if the Asker of this question is able to click "Place Signature" and has an opportunity to "Save As," saving the PDF on the hard drive of the computer for future attaching? Are you hitting "Cancel" in the Save As dialog?
If you save the signed PDF (i.e. in the default My Documents), then a slightly quicker method than having to browse to the saved document in Documents is, you can click on the envelope icon (Sharing) at the top of the screen. Then click the "Attach to Email" circle and click the "Attach" button. This will generate a new email in your email application (i.e. Outlook) with the signed PDF attached (Adobe pulls the signed version that you previously saved to your Documents). The downside to this is that the generated email will not have the original email thread or subject line, so you will need to add a relevant subject line.
Some of our users reported that they used the Share ... Attach to Email feature and their signatures would get wiped from the email attachment after they hit send. However, this phenomenon has not been witnessed since the most recent Adobe software update.