Missing some iMessage photos on phone, but not other devices

I have 4 devices configured to receive messages via my iCloud account and phone number: my iPhone, iPad mini, MacBook Pro, and iMac. Last week, someone sent me 6 photos via iMessage. Although I received them on the iPad and the computers, I never received them on my phone. They were part of a group conversation, and I was still able to see all of the other user's responses to the photos on my phone. Yesterday, someone sent me 2 photos. I received 1 on my phone, but never got the second. Today, I happened to check Messages on my iMac, and there it is! Why aren't photos going to all of my devices? In both cases, the photos were all sent from iPhones.