I would like an answer for this as well. I don't want my data on all the time - it drains my battery. However, if someone sends me an MMS text while my data is off, I don't even get a notification. I don't even get the text once I turn data back on. I don't find that acceptable either.
Is there a workaround so that your data doesn't have to be on 100% of the time just on the possibility of receiving a MMS text?
Also - the same applies to when I'm on WIFI. I tested it out by having my wife send me one. On WIFI the phone screen turned on when the MMS text was sent (and I assume when I would've received it), but no notification. On 3G - I received the MMS Text.
I am currently using Handsent as well