Hello Mr Lucky! How are you!
Well, the no-BS way of saying it is that MMS' get forwarded with attachments only to email destinations, and you are out of luck if you are forwarding to a second phone (or Heywire). I simply haven't been able to hack my way to a reliable way of sending MMS programmatically (no problem doing this with email).
So the MMS is converted into SMS, and only the attachment names are included (in case they offer a clue). The appearance of a clickable link must be an accident.
Of course, I could upload the files to the cloud, and send proper links in the SMS, but I am in two-minds about that due to privacy concerns.