I just jumped from the note 3 to note 4 and once again experienced the problem of mms messages being received over wifi. I could get them if i turned wifi off.
It appears that the Tmobile default APN has no port set for Multi media message port (at least mine didn't)
I created a new apn with all the default setting but added multi media message port 80 and it seems to have corrected the problem.
Im not rooted so no custom rom installed. (Yes, i had my note 3 rooted and was a rom freak
Please delete this if its covered somewhere else and accept my apologies.
I hope this can help some others out.