AFAIK, the code used to 'pm' is different than the code used to 'post' in SMF, and the 'pm' code doesn't offer the attachment function. I can see what it would take to port that option into the PM code.
Meanwhile, you can upload the images to your own website, and embed them in the PM using the BBCode [img]http://your.website.com/img1.jpg[/img]
Best regards,
Ken