SMS' can be free in a lot of European countries, the main difference is that MMS didn't really take off in Europe as much as it did in the US so they usually cost more. Also since people weren't that attached to MMS, it was easy to 'replace'
For most of the 2000's MMS didn't work until you went into settings and entered an MMS gateway address or something. Which nobody did since they never used MMS anyway.