On the other hand, a GIF is easy to share and can be viewed on very low end devices.
I'm frustrated, too, but it's not necessarily the worst solution. My first reaction was that a video with a pause button and a slider would have been significantly better for little extra effort, but a lot of people disable autoplay and would have missed the point. An interactive animated data visualization would have been the best experience for people visiting this page, but it would have been a lot more work to make sure it worked across browsers and form factors and would have been harder for others to share and spread.
The disappearing caption was really irritating, though, and it wasn't obvious why it couldn't have been fixed in the gif.
These graphs would really benefit from proper content aware controls (i.e. not just play/pause and a timeline, something aware of the key timeline points of the content). GIF/video is obviously used because it's so easily embeddable, but IMO the format makes most of these graphs essentially incomprehensible.