...Specifically, attachments associated with old closed threads. Seems to be impossible. (?)

Edit: Just conducted an experiment; if I reuse the attachments in question by attaching them to a current, active post/thread (such as this one), the ability to select and delete them from my attachment manager file is restored, and the image/file can be deleted. But barring this convoluted backdoor method, attachments associated with locked threads may not be selected and deleted from the settings>attachments management file, or the attachments manager via the uploader (the paperclip tool).