Welcome to the community!
Have you verified the data setting on your phone is enabled? While you do not necessarily need a data plan, the data setting on the phone needs to be enabled. If you do have a data plan, the data within a MMS does not count against any data allotments.
Have you verified your phone is using the proper APN settings? You can verify those settings here. Since the device is LTE-compatible, it should be using ltemobile.apn.
Hope this helps