I've seen this requested multiple times but no responses.

When factory resetting my phone, I would also like to save all of the pictures, that are located in the media option, in each conversation. They are saved somehow on the phone because you can see everything that was shared in that conversation. Why can't we find them on our internal storage drive? Only way I've found is to save each one individually, but when there are hundreds of photos, that is just ridiculous.