I'd say the real problem is that although PB enables us to attach files, or shortcuts to files, to thoughts, there's not much detailed discussion in the User Guide as to which is the better option and why. Hence users try one, then the other, and once their Brain is advanced, start wishing they could change from internal files to external files, or vice versa, then finding they have to move each file manually. If they were in a position to make the best choice from the start, this problem wouldn't have arisen.
Being a bit biased, I believe one should attach as few files as possible to a Brain (i.e., as few internal files as possible), also put as little information and as few graphics as possible into Notes (not complete Web pages, for example), in order to make retrieval as fast as possible by keeping the brain small, and to avoid losing attached files as well, should some catastrophe happen to your Brain. So in Windows, for example, you could keep all your external files in C:\Brainfiles.
How to maintain thought links to externally stored files? Each thought has an internal ID for that particular Brain and is much shorter than the 32-character GUID. Include the ID somewhere in the name of the externally stored document file, e.g., 5028 myinfo.txt or myinfo 5028.txt. Then you know from which thought it comes. Leave the actual file in its external folder, create a shortcut to it and drag the shortcut onto the Thought. Don't worry, shortcuts don't stop PB from indexing a file.
To go from the thought to the file, click the attachment icon. To go from the file to the thought, type the ID from the filename (5028) into the Search edit box and press Enter. Now Extended search will locate its thought. Click the thought's name in Ext. search results to activate it.
(There's an even sneakier way to activate a Thought, given only its ID. This was first discovered and posted by jostber , to whom we owe a big thanks. However by v220.127.116.11 the undocumented hotkey had silently changed to Ctrl+Enter, and there's no guarantee it will even exist in later versions. Pity this can't be made an official accelerator.)
You just have to train yourself to remember to update the names of any attached files and replace their shortcuts in case you delete, then re-create the thought that owns them, which will have a new ID.