This isn't a general thing - "messages with photos" - everything's up to each and every individual message.
It sounds to me like the sending mail app meant to "embed" these images into the text, but instead marked them as "attachments" by mistake (bug).
And so you're getting those images parsed / presented as "attachments".
Or putting it differently - it's probably how the message is, and maybe it's "borderline malformed", in which case different mail apps will "work around" the "malformed parts" differently, giving different results.