The data that is used when receiving/sending MMS messages is included in the cost of the messaging plan (if you have a messaging plan) or in the message pay-per-use rate (if you don't have a messaging plan).
I have spoken to 2 different AT&T reps and got 2 different answers. One agreed with you that pictures do not count against your data plan, while the other rep said it does. We noticed my daughters data usage had spiked this month and she said she has been sending picture messages to her friends. She doesn't use the browser or download apps.