I figured this out and thought I'd share, just in case someone else encounters the same problem. I have messaging threads dating back more than a year ago with pictures and several types of attachments. The thing is that it seems you can only delete it if you scroll through the "message-thread" and the let the messages app "load" your previous conversations. For instance, trying to delete something that was sent months ago won't work unless you scroll back a month or two and let the messages app "reload/load" that segment, whereas you later on can delete it through details -----> attachments.
This was not what I'd hoped for at all and doesn't really give us the feature we'd expected. What attachments really is through details is basically giving you a simple way to copy the stuff you've sent, but to actually delete something far back, you essentially have to scroll back a bit (or a lot) to load/cache that attachment/convo.
In conclusion, trying to delete attachments sent months/year ago won't work unless you cache/load that segment of your thread by scrolling back and "reloading" old messages. Messages simply won't be able to find the file for you.
Hope that made sense.