You have to start a packet connection to the access-point of your network operator. Then you have to do PPP, HTTP, and all the stuff a MMS client does. Therefore, MMS via AT commands is not as easy as to send an SMS. Furthermore, you cannot re-use the settings of the phone, you (or your end-user) has to configure your app for her MMS service provider. Therefore, it is much easier to link to an existing MMS provider and its Web API. Finally, you are not able to access or store MMS on your phone with standard AT commands.