They aren't protected if you go into the app and look at the files (probably turning data off first).

If you can unlock the phone, you've almost certainly already lost here.

There are so many things one can do if he/she has access to your entire mail folder or contacts (by copying it using iExplorer or similar forensic tools) Vs just browsing few emails. Talking about attachments, one can in this case get access to all your local attachments in another case probably he/she needs to forward those emails to an email id to access.