Hi there!
I'm not sure why this happen, but might be some kind of conflict between how ImageMagick encodes the GIF and how GMS2 decodes it. As a GMS2 user (this tool is made in GMS2) I would not recommend you to import sprites from gifs, you should import the spritesheet and then in the image editor go to Image > Convert to frames and create an animation from there. That will spare you a lot of problems that gifs can create.