You can't disable the setting, but you can attach files from the received message to the reply by drag and drop.

Or, try this add-on:

https://addons.thunderbird.net/en-US/thunderbird/addon/reply-with-attachments/

Thunderbird is not the only e-mail client that does not include received attachments in replies. I've long had the habit of forwarding messages instead of replying when I wanted to keep the attachments in my reply.

Anyone have the issue when they forward the message the attachment gets lost? No asking if I want it to be sent with either.