So ...

Yep, once again, we need a plugin.

This time we are going to use a lightweight (310KB) plugin called Comment Attachment.

Here it is:

https://wordpress.org/plugins/comment-attachment/

And for those concerned about site speed, here are my test results ...

Before installing the plugin:

After installing the plugin:

In other words: the Comment Attachment plugin is almost invisible.

With that having said, let's see how it works ...