Default MMS without data on?

Hey guys, I bought a Nexus 5 on the day of release and after a long time of using it I finally gave up so I decided to post this.
Is there any way to receive and send MMS messages without having to manually turn Mobile Data on and off?

I owned a Nexus 4 & A ****ty LG p506 and didn't have this problem. Heck, when I had the p506 I didnt even have a data plan! And the N4 was on the exact same chip as this N5! (Not to mention other non-smart phones...)
A couple of days ago I turned on data by mistake and got MMS group messages from hours before, that's when I decided that it was enough and did some research.

First I tried changing from that awful Hangouts app, got 8sms but nope, still need data on.
Then I read something about the OS, So I finally gave in to flashing CM11 (Which had it's own messaging app) but nope.

What's the issue here? I don't wanna drain my battery by having my data on all the time... Is it even possible to receive and send MMS on the Nexus 5 without having to manually turn on data? I absolutely love the N5 but I'm losing phone functionality here...