I have seen this happen before.
The gif as sourced from steemd:
https://s3-us-west-2.amazonaws.com/steemhunt/production/steemhunt/2019-03-06/92c0d1b3-Screen Recording 2019-03-05 at 05.11 PM-thumb.jpg
The gif link from the post on Steemit:
https://steemitimages.com/640x0/https://s3-us-west-2.amazonaws.com/steemhunt/production/steemhunt/2019-03-06/92c0d1b3-Screen%20Recording%202019-03-05%20at%2005.11%20PM-thumb.jpg
I believe they are loading the image, but grabbing only the first frame, then hosting on their own servers. It sort of makes sense as it gives them the ability to 'break' image links in response to take-down orders. You may be able to upload the original directly into Steemit and then use that url instead (if you care about fixing it).