On the Samsung device, MMS content is automatically downloaded as soon as we are available, but if you don't want this, we can disable automatic MMS downloading.

Android 10 (One UI 2.0)
Step 1:  Open the  Messages -App
Step 2:  Open the  menu
Step 3:  Open the  Settings
Step 4:  Tap on  More settings
Step 5:  Tap on  Multimedia messages
Step 6:  Enable or disable  Auto retrieve
  1. Open the Messages-App
  2. Open the menu
  3. Open the Settings
  4. Tap on More settings
  5. Tap on Multimedia messages
  6. Enable or disable Auto retrieve

Samsung Instructions