Oh, you mean importing animated GIF as Observational reference > Import image… well no, it's not supposed to work. It would need a new image tool with an internal timeline. Not overly complicated, but…
Similarly, importing a "directory of images" might be interesting. Importing a video would be more tricky.
One related thing I'd like to do in the future is to improve the "merge" feature in dual screen scenarios and have one of the video as a small insert on top of the other instead of blunt superposition.
I can very well imagine an "animated image" tool, that would display its current image based on some sort of "source". The "source" would just have to provide the right image based on a specific time. That could be a GIF, a video, an image constructed on the fly to draw a plot, the real time image from the camera maybe, possibilities are endless.
But that's not for short term 
Exporting to GIF is not planned for now.