Same as photos. Use advanced mode instead of quick mode. Click on the paperclip to add as an attachment. Looks like you got it.
You can change the attachment to inline by using the paperclip again from advanced mode in the main window, after you attach it using the popup window.
I think the issue I was having is that when I save the gif to my phone, it converts it to a still photo. I'd send an e-mail to Steve Jobs to complain, but he stopped responding to my e-mails a few years ago