SYMPTOM:
When bursting in Strategy Distribution Services 9.3.x and newer, there exists the ability to create file names containing an attribute form for an attribute which is being bursted on.

However, the files are not created with the attribute form in the file name. Additionally, it may be seen that other attribute forms for the same attribute do work successfully. It also has already been confirmed that the project does not contain another attribute with the same name as the attribute used in Bursting per the following Strategy Knowledge Base technical note:
KB42193 - The attribute form value does not appear in the file name when using Bursting in Strategy 9.3.x and newer
CAUSE:
One cause for this issue is that the attribute form is of an unsupported data type. When trying with different attribute forms that are of a different data type, the file names may be created successfully for this reason. This can be confirmed by enabling the scheduler trace on the Intelligence Server and then attempting to re-run the subscription which is failing to create file names. The following Strategy Knowledge Base technical note provides instructions on enabling the scheduler trace:
KB11832 - How to enable Scheduler tracing in Strategy 9.x
The following error may appear in the scheduler trace when the subscription runs:
Sample Code/Error
2013-06-06 17:28:25.188-05:00 hGetAllBurstMacroValues: ERROR, macro ("{@}") form value type (5)
ACTION:
Currently, Strategy only supports the following datatypes for an attribute form in the bursting macro for file names:
Other data types may work correctly - but only the above data types are supported at this time. An enhancement request has been logged to support additional data types.
WORKAROUND:
If changing the data type of a column in the warehouse is not practical, a duplicate column can be created in the warehouse and mapped. This new column should contain the required data for the "new" attribute form, and must be a supported column data type.