I haven't tested it but apparently you can add quicktime animations to a pdf (no idea why). So the solution would be to export the animated gif to quicktime and add it to the pdf.
Here the solution that apparently works:
- Open the GIF in Quicktime and save as MOV (Apparently it works with other formats too, you'll have to try it out).
- Insert the MOV into the PDF (with Adobe InDesign (make sure to set Object> Interactive> film options > Embed in PDF) - It should work with Adobe Acrobat Pro DC too: see link
- Save the PDF.
See this link (German)