Check out the beginning of the "Technical Description" section:
MMS messages are delivered in a completely different way from SMS. The first step is for the sending device to encode the multimedia content in a fashion similar to sending a MIME e-mail (MIME content formats are defined in the MMS Message Encapsulation specification). The message is then forwarded to the carrier's MMS store and forward server, known as the MMSC. If the receiver is on another carrier, the relay forwards the message to the recipient's carrier using the Internet.
Once the MMSC has received a message, it first determines whether the receiver's handset is "MMS capable", that is it supports the standards for receiving MMS. If so, the content is extracted and sent to a temporary storage server with an HTTP front-end. An SMS "control message" containing the URL of the content is then sent to the recipient's handset to trigger the receiver's WAP browser to open and receive the content from the embedded URL.
AFAIK, the temporary storage server is on the carrier's premises and contain the images / media / whatever that the MMS carries. The data connection you do need to retrieve those attachments is therefore limited in scope and the carrier can safely establish a policy of not billing the recipient for accessing this temporary storage server. He has already charged the originated party (or the interconnect carrier) for delivering the message + attachments to the recipient.
Of course, this is entirely open for whatever policy the carrier chooses to apply; there are countries where you even pay a fee to receive calls on your mobile phone, and smaller fees are charged to whoever is originating the calls - since it's the recipient's choice to carry a mobile terminal instead of having a fixed landline, he's the one paying for that traffic.
That's not the most generalized behavior though; usually mobile subscribers do not pay for received calls, SMS or MMS (including attachments), except perhaps when roaming abroad - and even then, usually received SMS (and only those) are not charged at all.