I've had a quick look at the apparent "images", and they seem to actually be mpeg files with a mp3 extension. I had a look at another one and it's got a jpeg extension but is animated. They also don't look like they're hosted on facebook's CDN either. Take a look at the source (or right click the image and then inspect element in chrome).
EDIT: I went and saved one of the images to discover photoshop said it wasn't a valid jpg, which I suspected, so I renamed it to .gif, and it opened fine with frames and everything. I think it's litterally a .gif renamed to another file format which your browser is interpreting as a .gif, even though it's not named that.
I'd try making your own just to see, I might do if I have the time.
- Dussed