add_filter( 'woocommerce_email_attachments', 'attach_downloadable_files_to_customer_completed_email', 10, 3 );
function attach_downloadable_files_to_customer_completed_email( $attachments, $email_id, $order ) {
    if( isset( $email_id ) && $email_id === 'customer_completed_order' ){
        // Loop through order items
        foreach( $order->get_items() as $item ) {
            $product = $item->get_product(); // The product Object

            if ( $product->is_downloadable() && ( $downloads = $product->get_downloads() ) ) {
                // Loop through product downloads
                foreach( $downloads as $download ) {
                    $attachments[] = $download->get_file();
                }
            }
        }
    }
    return $attachments;
}