The stock messages app sends the link for the MMS file via 2G - data, not wifi. (MMS is sent as a URL via text - downloading the MMS file can be done via wifi with some apps, but the initial "text" can't be, due to the fact that the text - the link to the MMS file - has to be sent via 2G. So effectively, both SMS and MMS are limited to data, not wifi.)
If you want to lodge a complaint, it should go to the genius who decided to use a pocket pager protocol as a way of having a two-way conversation (even before MMS was considered). If texting had been designed to ride on an email protocol it would have worked out much better. (If a totally separre protocol had been designed, of course ... but people are basically lazy. "Good enough for the boss to approve is good enough, it's 5 o'clock so let's get out of here.")
