Why don't my MMS notify me?

A

AC Question

MMS doesn't notify

I leave my data off firstly because it eats my data (even with background apps turned off). This is not a problem as I still receive the download icon within the messaging app. The problem is I am not getting notified at all. It makes no sound and there is no icon indicating I got anything. I have to go into the messaging app and then I see it. I have notifications marked and it works for SMS. Please advise. Moto E 2nd Generation
 

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