Thank you for the response. After watching your video and seeing the video and images attached, I started doing some testing.
The reason is they are not attaching is simply because in supports if 'Thumbnail' is not added, most files or images will not be attached to the post.
Once I added 'Thumbnail' in supports in the custom post type, everything is not attached. I'm not sure if this is a WordPress thing or Metabox, I'm thinking WordPress