For whatever reason, the MMS APN does not migrate when upgrading.
Check the settings you need at your carrier website help pages or try here:
World Wide Mobile Phone Settings
On the phone: Settings > System > Phone > Cellular & SIM > SIM settings > Add an MMS APN (you are right, they could have hidden it a little deeper
)
Fill in the required values, make sure the "Apply" box is checked and hit save.
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