How to stop MMS pictures automatically saving to my gallery?

I have a Samsung Galaxy S8. Every time someone sends me a picture thru text message, the picture automatically saves to my gallery. I'm using the default Samsung "Messages". How do I stop pictures that are being texted to me from auto-saving to my gallery? I've already tried shutting off "auto-retrieve" and "auto-download" in messages settings, doesn't work. Any other clues? Or is this just a built-in default thing that Samsung does?

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