When I add an "attachment" to a "task (Open Activity)" in Leads, that does get saved to that particular "Task record" and doesn't display in the "Attachments" related list.
However, this does function when it comes to Accounts section, like, the attachment gets displayed in the "Attachments" related list as well as the task record.
So, is there a way to have the same in Leads.
Unfortunately not. The only documentation I've found on this is the knowledgebase article:
where the important text is:
If you wanted similar behaviour on a Lead, you'd have to duplicate the attachments and associate them with the lead record, or have a junction object that ties an attachment to a lead (you can't have lookups to attachments though, so you'd have to store the id in a text field or similar).