A summary of the bug goes as follows: when you open an attachment from an email, Thunderbird saves a temporary copy of the file and then opens that. All fine so far. If you modify and save that copy, however, Thunderbird will happily delete the temporary file on exit (or Windows does it for you, I’m not sure as to how temporary files work). The result is that you loose your changes. This situation will only bite you once in a blue moon — as editing an email attachment directly in this manner is uncommon —, but when it does it’s rather annoying.
So, what you should do is go and vote for the bug to be fixed! I’ve voted, so should you.