Oh no, the gifs work perfectly with 0.2 latest. I was just testing 0.15 since Raptor's theory was that it also works with the current stable build. Sorry for the confusion.
Ok. That's expected. 0.15b is frozen, and has been since long before the recent addition of WEBM support.
To summarize, regular (non-animated) GIFs are supported, and have been for a long time.
Animated GIFs are not supported in any version, and that will not be changing.
WEBM is supported in the tagging tool and current build of 0.2, depending on the encoding format. Apparently WEBM supports multiple encodings, and not all are supported by the recent changes. But the changes are the same between the tagging tool and the game, so if a given WEBM plays in the tool, it'll play in the game as well. But it'll not be backwardly compatible, because the WEBM support is not there in 0.15b, and likely never will be, since all focus currently is on getting 0.2 to a stable release state.
For animated GIFs, they can be converted to WEBM, and if done right they should play fine. I cannot give any info on how to do that, as I have not messed around with doing that.