Sending and receiving MMS messages while on wifi

I’ve had multiple different iPhone’s over the course of at least 7 years and I’ve never been able to send or receive pictures while on wifi. I’ll be in my house for the weekend and when I turn my data on on Monday, I’ll receive a photo that my friend sent on Friday. Being connected to wifi doesn’t work, I always need to have data on.

Although I’ve had an iPhone for years, I’m not well versed in the iPhone tech world at all. Is this normal or is there a setting I can change?

It gets quite annoying having to respond to these texts days later because I’m receiving them so late. It also can’t be my specific phone because again, I’ve had multiple. TIA