My best guess answer.

Use the file itself, not the giphy link.

Your and my client aren't configured to embed and remove giphy links on nostr posts.

I'm using iris.to and Amethyst and both are uploading to nostr.build CND and links of the that uploading site are configured not to show on these clients (iris and Amethyst) so you can upload to that site and use the link as well.