SQL DBs are not designed to store unstructured binary data.. you can do but it doesn't scale well. I think storage drive is more efficient.
But as long it works for you it should be good. In this case you only need to backup your DB and everything is good. It your number/size of attachments is growing storage drive help keeping your DB small but make backup (little) more complex - you need to backup both DB and storage.. but this has advantages as well - you can to incremental/differential backups only backup new/changed files, while for DB storage you always have to backup full DB.