Best I can make out, XBMC doesn't support multi-image GIFs (it displays the first frame then stops).
I don't know if it's currently possible to have video previews for games in XBMC or not. It would depend on the skin you were using. For example, not all skins support wide icons. PMIII and MC360 certainly do not support video previews.
I can haz FF VII/VIII/IX/Tactics icons plsthnxkkbye?
(If only I could actually get VIII to start