Hi Ken, thank you for the feedback! Just to address some points

1. It costs money. But I wouldn’t mind forking over the $40 if it solved my problem. Unfortunately, it does not.
For companies. I think it's kind of fair. Please also note that exporting large diagrams with embedded documents for sending them later by email was not actually an anticipated use case

2. It’s sloooooooooow. A minute or two per page times 200 pages in my Visio equals a looooooooong time.
It's true, unfortunately it's not blazing-fast, especially if you have 200 pages

I'm trying to make it faster, but it doesn't only depend on the extension, also on Visio itself..
3. The converted file is HUGE! It’s only half done the conversion (tired of waiting, so I’m typing), and already it’s well over 30 meg.
Zipping got it down to 20 meg, still too large. Can’t e-mail something that large, especially when the corresponding PDF is less than 10 meg (and only a single file). FYI, the original .vsdx is 18 meg using Visio 2013 professional.
It's plain HTML after all.. Normally it's not less than original. I think .svgz can be an option, but that's basically just zipping svg file, and it'll come back to something as big as .vsdx
4. The conversion crashed 2/3 of the way through. The error said, “The ‘g’ start tag on line 2746 position 5 does not match the end tag of ‘svg’, Line 2799, position 3.” Indeed.
That sounds like a bug. If you could send me the file (I can sign NDA, if required), I would be really grateful!
This week I'll release update 1.1, hopefully it'll be fixed there.
5. tried it with a smaller file and it worked fine, except that the HTML only works when the files live in the My Documents folder. More precisely, I could not get them to work if I copied the files to another folder.
By exporting, it also creates by default one support folder called "vp", that contains about 5 support javascript files (not to duplicate them for every diagram), depending on the options (it's quite small actually). One can either specify different path directly in the export dialog, then this folder will be created in the export location, or copy that folder along, that should do it.
6. Size wise, the HTML it generated was about the same size as what Visio did.
Yes, that's how it is.. I think HTML can be smaller in some specific cases, but normally it's expected to be larger.
So I’m back where I started. My provisional solution is to send the attachments as separate files zipped together with the PDF, then hyperlink to them from within the PDF. Not the exact answer I was looking for, but it is an answer.
Yes, your point is valid - how to distribute large diagram with embedded files in one piece, while keeping the links working..
The idea of both html export, and SharePoint Visio Services actually is that you don't send files by email,
but distribute a link to those files, stored on your company's server or in the cloud.