Hi The Quorum Initiative,
First of all, I'd like to confirm whether you cannot open All attachments in emails or some special type of files. Are these emails sent from internal users or external users?
As you said you can open these files after save them to your desktop, it indicates these attachments are sent successfully and Exchange Online service works well. Can you provide a screenshot about the error message you encountered when trying to open an attachment?
Thanks,
Bourne Zhang