Open mail attached PDF in Preview, then Export or Save as... a copy of it as a new PDF locally.
Apple seems to be trying to hold files in Mail kind of like the "make alias" feature of macOS... when sometimes one wants the file NOT to "live" in Mail but to exist elsewhere.
I had an Excel files sent to me in Mail, opened it in Numbers, then saved it to Dropbox as an Excel file for the original sender to have access to the updated file. Instead of saving it, it did what you described and they have a "0 bytes" file in Dropbox. Curiously, my updates to it did not "take" in the original Mail version either... so by the time this was caught, it was a lost file and I had to enter the updates again, save again and then verify that the file would actually go into Dropbox as an editable file.