I've been wanting something like this for awhile, only a little different - basically a drop-down menu in the properties of a sprite that would set if the runtime should load all animations into memory upon loading the object, or only load the first animation. Sort of like how construct classic has a 'load all layout textures at start' and 'load only the current layout' modes, except with animations instead of layouts.
So, there could be an action to load or unload animations by name (they could load in the background while other stuff is happening), and an action to dump all but the current animation from memory. If the user used 'set animation' to an unloaded animation, then it would load that animation then. That could probably cause a pause, but MAN would that feature be useful to me!
My characters in loot pursuit have thousands of animation frames between them, many of those only being used once in the entire game. It's extremely impractical the way I'm having to do it now by sectioning off animations into separate objects and creating/alternating visibility between them for memory savings.