When we receive messages with file attachments such as pictures/photos or videos, the Xiaomi smartphone automatically downloads the attachments. This feature is enabled by default, but if we want a little more control over the mobile data volume, we can disable the feature and download content manually by tapping it.

Note: If this feature is enabled, we will be given the setting whether MMS content should also be downloaded automatically when roaming.
When using dual SIM, the setting can be set individually for each SIM card.

Android 10 (MIUI 12.0)
Step 1:  Open the  Messaging app
Step 2:  Open the  Settings
Step 3:  Tap on  Additional settings
Step 4:  Tap on  Download MMS content automatically
Step 5:  Enable or disable  Download MMS content automatically
  1. Open the Messaging app
  2. Open the Settings
  3. Tap on Additional settings
  4. Tap on Download MMS content automatically
  5. Enable or disable Download MMS content automatically

Xiaomi Instructions