Before you open the Attachments / Documents in Training History, open the web browser dev tools and the Network tab. Then click the paperclip icon. You should see the request that loads the list of attachments and can check the input to that call as well as the output. Perhaps it will give you some clue on what's wrong.

​@HoiIndikW have you checked whether the Participant ID is the same as Emp ID? If those are different attributes. you might have to consider using a transformation method. Pls refer the documentation on Object connection Transmation, there you will find more details of such scenarios and how to create such methods.

Thanks ​@Mathias Dahl and ​@diwelk for your inputs. 
It seems we can’t create this transformation without an extra configuration. 

You are going to hate this but, we found that adding a quick object connection will allow documents to associate automatically.

this was not the case in IEE, and I still don’t get it, but we are right in the middle of go live