Its not just that the Outlook fails to download the complete content/attachment, it is even the issue with rest of the mail clients. I have a Mac as well. I use Apple Mail and Thunderbird on it. And I noticed it there as well. Mail clients tend to save bandwidth and space, therefore avoiding complete download of the contents.
Only, that I used Mail Backup X to backup my mails, i got alerts about all those empty emails. I downloaded them later forcibly.
I wished mail clients too, had come up with such a feature that marks all the partly downloaded emails.