I defeated the robot in the last mission, I got the scene where they're fighting the protagonist and the red girl, but when I go to Gallery it tells me I have to finish the game at least once. Does it mean finishing it with all the collectibles? Because in theory I already finished it, right? (I don't think I had to get all the collectibles)
Yes, you would need all the Fragments ans Gold Databanks; if you had all of those ans finished it and it still didn't unlock an ending and Vie's Hideout for you, then that would be a bug.
Currently though, animations in general in the gallery are unlocked by getting 5 achievements in a level, per level.