I'm not having ANY photos showing metadata with geolocation unless it's photos taken from my own phone. I have tested if sent on messenger (where I know FB removes it) But also is sent on iMessage as normal SMS from friends phone to me, it doesn't show geolocation on the photo. Even if geo on photos are turned on - on their phone. How can this be?
Apple's Messages doesn't strip EXIF data from photos transmitted 'in blue'. I can't test for if it does if they arrive as SMS 'in green', though that might be done by whatever network sends the SMS.
You might need to test if that data is still present, or has been stripped on the way, or even before sending. Photoshop's new 'Export' will strip most exif data, whereas the older 'Save for Web' doesn't.
If you drag one of the photos to the desktop & then Get Info [right click or Cmd ⌘ I ] you will be able to see at least some of the EXIF data, if present.
If you need to see more of the data, or if the data from Get Info isn't very comprehensive, you can dig deeper using ExifTool by Phil Harvey which isn't actually quite as scary as it looks.
Once installed it runs from Terminal. You simply type
exiftool then a space, then drag the photo into the Terminal window to provide the path. Hit Enter & it will list all EXIF data for that photo.