This has been a long running issue on a number of devices and carriers. It’s not universal, it seems, but most people who have it, and fix it, seem to have it return at some point. There are a few threads on various MMS issues, but I reported a very similar issue to this a while back:
FWIW I have the “Download MMS automatically” turned on, so I would be very interested to see if this issue returns for you. I do hope it doesn’t though.