Shortcut only attachment

I have a policy to shortcut only attachments, but I notice that messages which do not have attachments have the shortcut icon after shortcut activity has run.

Anyone know why this is? I cannot see why the icon would change, if the message content doesnt match what I have specified in the shortcutting policy. I view the message in Outlook and I see the full content, so it seems obvious that nothing has been shortcutted.

Thanks,