Not sure if the cause is the same as the method you used, but the app iSMS2droid
for transferring SMS to Android says this in their FAQ:
Why are there no images in my messages?
If you receive a SMS message or plain-text iMessage, your iPhone takes the text body and saves it (together with some metadata) into its message database. This also happens when you receive a MMS message (or iMessage with attachments), but when saving the text body and metadata into the message database, it also downloads the attachments and saves them into a specific folder on your iPhones filesystem, and then puts the path to those attachments into a separate table in the message database.
This means we now have the text body and the information about its attachments in the database – but we don’t have the attachment files themselves. When you create a backup of your iPhone, those attachments get also backed up to your computer, but each one as a separate files with a cryptic filename that is based on the path of the file on your phone.
It would theoretically be possible to also import the attachments, but that would require you to copy your whole iTunes backup folder to your Android phone, as it is impossible to predict which files from your backup are message attachments until iSMS2droid actually opens the message database and starts importing.