Attributed ATL was an attempt to simplify the use of ATL through compiler extensions. Instead of using base classes, and scattering information through many different types of files (C++, IDL, RGS, and so on), attributed ATL used IDL-like attributes to provide extra information attached to the various type declarations in your ATL code.
At compile time, the attributes manipulate the compiler parse tree to add base classes, ATL maps, and sometimes entire interface implementations. Attributes also provide information that gets passed through to the MIDL compiler. This enables you to centralize all the information about a COM class with the C++ class declaration instead of having some in the class header, some in the IDL file, and some in RGS scripts.
Attributes were an interesting experiment, but it appears that Microsoft has abandoned the idea because the ATL wizards no longer default to attributed code.