It’s a Blorb thing.
In theory it would actually be possible to make a Quixe game display a GIF, since the files are external and you can change the filenames external to the story. (So you can just use a placeholder image when compiling with Inform, and then swap it out after building the release.) But I don’t think there’s any way to do that within a Blorb file, so it won’t work on the non-web-based interpreters.
Within the confines of Blorb, I think the only way to do animation is the old-fashioned way – storing each frame as a separate image and then switching images via a timer. It may not work too well on the more resource-constrained systems, however.