While JIRA sometimes requires that you go through an intermediate version to reach the most recent ones, this generally only happens when you are moving multiple major versions at once (for example, you can't go directly from JIRA 4.0 to 7.x). Barring those special cases, we strongly encourage upgrading to the very latest version directly, as it may correct any issues in the upgrade process that were discovered later.
It means that attachments are not included as part of the backup file, so you can only back them up manually (say by making a deep copy of the attachments directory).
You would not normally lose attachments as part of the upgrade. The backup is to protect yourself if something unexpected happens.
If you're changing your JIRA_HOME directory you can copy attachments, avatars, logos etc. to new one (or just copy your old JIRA_HOME directory to new location).
If you're not changing your JIRA_HOME you don't have to it.
JIRA XML (zipped) backup contains only database and attachments are stored separately in the filesystem.
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