@Guillaume AMGAR Thanks for posting in our Q&A.
From the screen shot you provided, only outlook app has gotten this app protection policy and other apps haven't gotten. So, currently, other apps are not protected apps and they can't open the attachement which is from outlook.
For this issue, it is suggested to try to sign out the office app and use this target Azure AD account to sign in again. Then sync the device in the Company Portal app. After waiting for some time, please check if the office app shows "checked in" status in the App protection report.
To speed up the process, it is suggested to try to configure "Recheck the access requirements after (minutes of inactivity)" to a small time value (such as 2 minutes), we will check the result faster.
If there is anything update, feel free to let us know.
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