Ok, I'm not losing it!...Yet
Looks like you only get a download option in the Gmail app, if the attachment is a picture (jpg for sure). Anything and Everything else only has the Preview option. To download non-pics, you currently have to do it through the browser.
Very UN-Cool...
Seems many others are a bit perturbed by this as well:
Gmail Attachments - Google Mobile Help
Tip: How to download attachments from gmail mobile app - Google Mobile Help
Gmail Android Attachments - Google Mobile Help
Google Mail / Android / HTC Hero / Saving attachments ????? - Google Mobile Help
This has been an issue for a loooong time. Serious foot dragging by Google for something seemingly so basic.
Anyone else have creative ways of dealing with this or know where/how to push the Gmail Mobile developers buttons???