The "save attachments..." (for saving all attachments) command is not easily discoverable. It does not appear on the menu when right-clicking the message, nor in the main menu when viewing the message. The only way to access it is by right clicking within the message itself.
As a personal anectdote, it took me a while to figure it out.
Git commit 144285e3c3171807f74b2af405de42973b8d216e by Montel Laurent.
Committed on 26/02/2013 at 09:29.
Pushed by mlaurent into branch 'KDE/4.10'.
Fix Bug 315207 - "Save attachments..." command not easily discoverable
Now when we right click in messagelist we have it.
M +1 -0 kmail/kmmainwidget.cpp