No please don't use a gif. That's a terrible way to present information and leads to accessibility issues in documentation where it has no business. Instead, just show a shell prompt and the command needed to launch the program.
I guess they also allow you to passively view a sequence of stuff instead of having to actively scroll to move through the sequence. Maybe that feels easier to some people.
(1) Often, the speed is wrong. Either they play too fast to follow along or they play too slowly and time is wasted waiting for it to show me the part I care about (or loop back around).
It's hard to get the speed just right. And AFAIK browsers don't offer controls to adjust the speed, and even if they did, it would be tedious.
(2) Personally I find animations (especially rapid or looping ones) quite distracting when trying to read the rest of the page. My eye just keeps moving to the thing that's trying to grab my attention.
I usually try to work around that by scrolling so that the animation is out of view. So, I'll live, but it's not a good user experience. And again, (some?) browsers seem to offer no help, like a setting to always enable animation controls (play/pause/etc.) or to loop only once.