There is no such option/setting on an iPhone to determine this. Whether you can view the attachment has more to do with your connection, WiFi or cellular, and the size of the attachment than anything else. There will be a paperclip indicating the message includes an attachment regardless if downloaded with the message or not. When connected to the cellular network, if an attachment is below a designated size the attachment will be downloaded automatically. If over a certain size, you must select the attached file icon in the body of the message to download the attachment. The size limit varies by carrier/provider.