When I look through images of okra plants, it seems like the smaller, younger fruits have those little leaflets attached but the larger ones do not, suggesting they might dry up and fall off naturally.
Maybe yours are a bit younger or grown under conditions that enabled them to stay attached longer?
Or, as has been suggested, a different variety.
Edited to add: that's all speculation on my part and just from looking at photos. I've never seen okra growing in the wild.