That is very unusual. Are they attached as “absolute” or “relative” attachments? These are settings in the preferences (see first image attached). Relative are copied to an endnote folder, while absolute are linked to the location they live. That might mean they aren’t be copied either? I know they are compressed if not relative attachments. You can change absolute to relative attachments in the references menu, if you want to see if it makes a difference (image 2). I would make a copy of the library first to protect it.
