I have the Lumia 925 in France on my provider SFR. Someone just sent me an MMS from an iPhone, I was on WiFi, and I had the same issue. Switching to my 4G data worked. So, clearly this isn't just a T-Mo thing. But I was under the impression that MMS and SMS use telephony to be sent and not data. So why does the WiFi being on have anything to do with an MMS not getting through? Does it have anything to do with the MMS coming from an iPhone? It doesn't appear to me as much to be that the 4G somehow lets the MMS pass, but rather more that the WiFi somehow blocks it. That seems like it would make more sense to me.
Any ideas or concrete knowledge on this?