I tried the long press, and it worked once, so I know what you're suggesting -- but it doesn't work anymore.
Now when I click on a photo, it just opens. Even if I hold down for a full minute, no menu pops up. (When I let go, the photo finally opens.)
I've tried clicking the menu button when I'm in the text message conversation, or again when I have the photo open. No option other than "set as..." or details.