I always leave mobile data off except when specifically using it. In the past, that meant that if someone sent me a message with a picture, here is what happened:
Mobile Data off, Auto Retrieve off --> Got a message that showed there was a message for me. Clicking download on the message would not work until Mobile Data was turned on.
Mobile Data off, Auto Retrieve on--> Same as above
Mobile Data on, Auto Retrieve off --> Got a message that showed there was a message for me. Clicking download on the message would immediately download picture message
Mobile Data on, Auto Retrieve On --> Picture message would immediately download
Note: In all cases, Wi-fi off or on had no effect.
Now that I am on lollipop, even with mobile data off, the pictures download.
Anyone notice this?