The PDF that you print to mail contains only the forms that the CRA requires. The CRA doesn't require copies of the supporting forms.
The copy you print for your archives (with the do-not-file watermark) contains all the form and worksheets that were used to prepare your return so that you have all the details.
When you choose print to mail, only a few pages will print which will be the condensed version of your income tax return. You should have a page with a barcode which will give the CRA all the information required.
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