There are several reasons gif's aren't used.
While they do allow for alpha transparencies, those transparencies are limited to either transparent or not transparent, you can't have partial opacity in a gif.
They are often optimized for the web, meaning they have a reduced color palette, and animated gif's will have parts of the image that don't need to be redrawn, removed.
There have also been issues with patent's on the format, not a good idea for an open source program.
Finally, gif's can have different frame lengths, and anything imported as an animation would be converted to the same length.
As far as flash goes, it's been suggested, but shot down.
Again you have patent issues, but mainly because a vector render engine would be terribly hard to do in DirectX, and would probably be quite a draw on cpu.
It may be possible in the future to use swf's, but I wouldn't count on it being able to do anything except act like a movie.