Sure, it makes sense, but entrusting this to a mailto: link is very risky. I won't reiterate the problems of mailto: here but you may want to look at a recent Community post on the topic. In sum, mailto: won't bring up a working New Message window for all your leads -- unless you actually know in advance that every single one of them uses Outlook, Apple Mail, or another desktop app, not webmail. Do you know that?
The best way -- really the only way -- to offer a file upload feature is to have it be a real file upload form. Which means you need to have a place to store the file (i.e. a cloud storage provider). Then you can store the file on Dropbox (for example) and store only the URL of the file with Marketo. Means you have to call the Dropbox API, etc., as well as post the Marketo form. This would be easy for a developer but not there out of the box.