Iphone Message Attachments Problem

When I receive a text with an attachment from a fellow iphone user it shows up in my messages with no issues.

When I receive a text with an attachment from a non-iphone user it dosen't show up at all.

When I decide to turn my data on, all the sudden I see the past messages with attachments but they can be days or even weeks old because I dont use data much.

When I used Android every message with an attachment showed up in my messages telling me I would have to download it to see it. Then I would turn on data to download then turn it back off.

But with Iphone it wont do that. Its frustrating.

Why?