The animation is completely self-contained within the GIF. If the animation is not working then the problem is that the browser is not redrawing the GIF. Nothing to do with APEX. Either get a better browser (or put another way, stop using IE), get a faster computer, or try a different method of indicating progress.
I am using firefox
I have set up an example on oracle.com
Click on Test at the top left of the screen.
It branches to P18 and it suppossed to show the animated gif and
then branch to P3. Unfortunatley the gif is not animated.
If I just use a button with a submit dynamic action then it works fine.
I managed to solve this using a dynamic action