GIF is a format from the 1980s that has not changed or improved one bit since. It's limited to a 256-color palette per frame, which on top of looking bad, will massively bloat your file size as a common strategy to make it look less bad is to re-select a new palette each frame. It's massively worse than a modern lossless (or perceptually lossless) video codec and there are no real benefits to it except backwards compatibility on account of the whole "unchanged in 40 years" bit.
Most sites and platforms silently swap out uploaded GIFs for re-encoded MP4s with no loss in quality due to how awful GIF is as a format. Telegram reports saving 95% on storing GIFs by doing that instead.
GIF animations will autoplay where video embeds often will not esp on mobile. For a looping low color vector animation it might not be too bad.
Video embeds can be made to autoplay, browsers typically don't block them if the video is muted, and JS can be used to nudge them along if they do.
With the automatic conversion of GIFs into video, this also isn't a property that can be relied on for GIF as an end-user. See Xitter, where their buggy scroll position detection takes over playing and pausing GIFs.