There's a difference between data transport and data hosting. Modern expectations of messengers seem to blur this line and it's better if it's not blurred.
Incidentally: The reason why they blur it is because of 2 network asymmetries prevalent since the 1990's that enforced a disempowering "all-clients-must-go-through-a-central-server model" of communications. Those 2 asymmetries are A) clients have lower bandwidth than servers and B) IPv4 address exhaustion and the need/insistence on NAT. It's definitely not practical to have a phone directly host the pictures posted in its group chats, but it would be awesome if the role of a messaging app's servers was one of caching instead of hosting.
In the beginning though: the very old IRC was clear on this; it was a transport only, and didn't host anything. Anything relating to message history was 100% a client responsibility.
And really I have stuck with that. My primary expectation with messaging apps is message transport. Syncing my message history on disparate devices is cool, and convenient, but honestly I don't really need it in a personal capacity if each client is remembering messages. I don't understand how having to be responsibile for the management of my own data is "less control of my life," it seems like more control. And ... I'm not sure I care about institutional entitlement to archive stuff that is intended to be totally personal.
I understand companies like to have group chats, and history may be more useful and convenient there, but that's why I'm not ever going to use Teams for personal purposes. But I'm not going to scroll back 10 years later on my messaging apps to view old family pictures. I'm going to have those saved somewhere.