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I'm pretty sure they're not actually using wifi. They are using the mobile data to do it. The wifi is just still active. If you don't have service other than wifi the message won't send.
If on WiFi I send an MMS, it will remain "sending..." until I either leave the WiFi area (thus going back to 3G/4G), or I manually disconnect. As soon as it links up to the cell tower for data, though, the picture is sent in a millisecond.