If I then rotate the cube around the Z axis, between 135 and 315 degrees the cone flips from pointing outwards to inside the cube instead.
Once attached, I would intuitively expect the cone to always face outwards whatever the orientation of the cube, so what is the rationale for this behaviour? It also seems to be at odds with the statement in the Basic Attachment Tutorial:
Attachment is a utility to attach an object to another one. This links the two objects' placement properties, the attached object will then follow the original (if its placement is changed.)