I was just about to ask the same thing. Through testing I've discovered that without the correct settings for MMS, my mobile data doesn't work either. Go figure. Because I'm also falling foul of the problem where APN settings reset to defaults for no reason (thereby disabling my mobile data), I was going to use a profile to force the APN settings to stay the same, but without a way to set the MMS settings too, this won't work.
iPhone 4S, iOS 6