Right now downloading raw attachments still isn't supported. It might be coming in a later build though, since this version doesn't include the overhauled email app yet.
That said, WP8.1 does support attaching almost any file, so your workflow should be possible even right now. You can connect your phone to your computer and save the file. When you're ready to email the file, browse to it using the file browser for 8.1, select share, choose email, and the file should attach, even if it's an unrecognized file type.
Here's a link to Microsoft's file browser for 8.1 if you don't have it already:
http://www.windowsphone.com/s?appid=...9-3526f54fc25e