Conveniently, iOS 15 also syncs images from your messages and many other places into your photos. Whether this will put that file in your iCloud Photo library, I do not know.

https://www.macrumors.com/how-to/see-photos-shared-with-you-...

On top of that, at this stage you are right. How long before they move it to every file in your device's storage "because of the children!"