MMS opens as separate conversation

[cc_trkr]

On my note-3 when texting with the stock Android messaging app, during the conversation if the person I'm texting with sends me an MMS attachment such as a picture can see it start to download then it disappears from the open conversation tree and pops up as a separate text. This means that in order to view it I have to close the current conversation and open the new one to view the picture then go back to the original conversation to continue texting. This is on a note 3 running lollipop. Any idea why this behavior and any way to change it? Thanks in advance.