as one person posted, all you need to do:
long press the GIF that you want to save
choose "DOWNLOAD LINKED FILE" instead of "add to photos" or "copy".
Once its downloaded, open the file and press the share button (the box with an arrow pointing up)
then choose "save image".
now go to your photos app and the GIF should be moving and not just a still.
it's just a bit of a hassle but its a workaround.