Required file fields are not programmatically identified for assistive technology.

If you need a workaround for this issue, then you can put this in your custom theme:

/**
 * Implements hook_element_info_alter().
 */
function MY_THEME_element_info_alter(array &$info) {
  $info['managed_file']['#process'][] = '_MY_THEME_process_managed_file_element';
}

/**
 * Processes managed file elements.
 *
 * A required attribute isn't set on the child upload element and it can't be
 * done in a preprocess function. It must be set before the element is
 * rendered.
 *
 * @param array element
 *   A managed file form element.
 *
 * @return array
 *   The processed managed file element.
 *
 * @see https://www.drupal.org/project/drupal/issues/2852874
 */
function _MY_THEME_process_managed_file_element(array $element) {
  if (isset($element['#required']) && $element['#required']) {
    $element['upload']['#required'] = TRUE;
  }
  return $element;
}

I'll see about fixing it properly in Drupal Core another time.