SMS/MMS messaging and device synchronization is not as straight-forward as it may appear and is nowhere near as reliable as IMAP email. Wikipedia has a good article on SMS and the
Technical Details in that article might help explain what you are seeing but won't solve the problem. The situation is pretty well summed up in the following quote from that article.
Unreliability
Unlike dedicated texting systems like the Simple Network Paging Protocol and Motorola's ReFLEX protocol, SMS message delivery is not guaranteed, and many implementations provide no mechanism through which a sender can determine whether an SMS message has been delivered in a timely manner. SMS messages are generally treated as lower-priority traffic than voice, and various studies have shown that around 1% to 5% of messages are lost entirely, even during normal operation conditions, and others may not be delivered until long after their relevance has passed. The use of SMS as an emergency notification service in particular has been questioned.
If you limit texting to Apple devices using
iMessage (the address is an Apple ID rather than a telephone number) both reliability and security should be significantly better.