Personally I would prefer one default app rather than the extra step of having to pick the app that picks the attachment. The file manager I have installed allows me to choose all types of files - pdf, image, music, etc. My desktop PC is that way. I've been using Aquamail pro for a while and I don't recall ever having this extra step. I'm pretty sure on my old phone and then on this one beforessomething reset it just defaulted to file manager and it worked fine.
But of course in a PC, the one component that is always present is windows explorer, the nearest equivalent on android is a file manager app. It is logical on a windows machine to make the attach dialog use explorer. Indeed, you can use no other.
A file manager app is not normally bundled in most new phones or tablets, but is optional. On Android, you WILL find a photo app and a music app. So what is a developer to do? It does not make sense to have one default app if the only app that makes sense as a default is not included in most devices. Risking having a naive user set the default app to be 'gallery' is going to generate so many support requests....
I think behind the differences is the different business models. Android exists to sell you content, music, video,etc. So apps for those will always bebe bundled. Windows starts as a platform with few apps (OK, programs), and you build on it as a platform. A means of selecting and organising files is included and used by all programs. In android, each app in some sense manages its own files (and only those). Although it must use some android functionality to do this, it is not exposed to the user.