<p>This is the text from MSDN comment: "According to the book ATL Internals (2ed) the use of attributes is deprecated and should not be used in new ATL projects."</p>

<p>But WHY?!! </p>

In ATL these attributes were a compiler trick. They were not a core part of the platform like attributes in C#. They were also more confusing to debug than macros's and the method of dumping generated attribute code was a hassle.
I suspect another issue is likely to have been C++ compiler compatibility and standards-adherence. Attributes didn't make for more beautiful C++ code, and perhaps this syntax may be used in a future version of a real C++ standard.