iMessage attachments remain on phone after the message thread is deleted.

My phone storage is getting used up so I deleted a lot of my iMessage threads. But when I go to my phones storage, all the attachments with those messages are saved still. To make it worse, I have to manually select each attachment to delete it, there is no "select all"! It's so frustrating. How can I "shut" that off that feature and have the attachments delete with the iMessage?