There should be a way that you can drag/drop an email into Adobe so that it converts the email (Outlook) into a PDF, and ALSO converts and combines the attachments onto the PDF. The way I know to do this is extremely clunky and includes having to download each attachment separately to later have to use the combine feature to add each one.
Thanks for your feature request. We have added it in our backlog which will be prioritized based on other items. We will keep you posted with the progress.