Ah, to reply, and attach a file, is not so easy. Here I am in the Reply interface, and there is the Add Reply button. But no obvious way to add a file.
The solution is to click the "Use Advanced Editor" button. All right. That solves the problem. In the "Advanced Editor" you get the "Choose File" button and all is right with the world.
I'm a believer in SINGULAR interfaces. Meaning that you should not see one interface when you start a thread, and a different one when you reply. No wonder people are confused. Unless there is really something radically different about starting a thread and replying to a message in a thread that already exists.
So, since this affects all communities, I can't promise instant change, we'll have to have a discussion here among the community owners. But let's see what we can do so that a Reply defaults to the Advanced editor and you can just as easily add a file to a reply as you can when starting a thread.
In the meantime, you can do two things.
1: When replying, click the Use Adanced Editor button - it's in the upper right
2: If you have already replied, Edit the reply.