Yes, it is epected behavior for your uploaded PDF to not be "attached" in the PDF copy of your tax return that is provided for your records.
The attachment that you upload into TurboTax online is transmitted electronically with your tax return according to the format required by the IRS. It isn't added to your TurboTax copy of your return since it is a separate document that you provided and already have in your records.
You can proceed with filing your return and be assured that the uploaded PDF is transmitted to the IRS.
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