A family of Microsoft presentation graphics products that offer tools for creating presentations and adding graphic effects like multimedia objects and special effects with text.
I was going to agree with John, but after testing quickly, find that we're both wrong. Or he is. I hadn't yet agreed with him, so I only lose half marks. ;-)
But you can add .ZIP to the end of your PPTX file's filename, open it as a zip file and if you poke around a bit, you'll find your original GIF. Drag it off to the desktop and there you go.
In any case, you're right, it's busted in 2007 and in 2010. I'll report this to MS.
Oh, another trick: Save as Web Page. In the folder of supporting files that this creates, you'll find your GIF (under a different name). But animated.