They do have an animation, if you use the power switch version. The lamp version unfortunately cannot have an animation.
Factorio requires new entities to be based on an existing entity in the game, and it only allows the new entities to have the features that the existing entities have. There's no entity that requires power, changes state based on the circuit network, can accept color signals, and can play an animation when turning on and off. However, both the lamp and the power switch have half of those features. So I made a version of the flip dot based on each so that people can use whichever one offers the features they care more about.
The power switch version also makes a sound, but if I'm remembering correctly there's something that isn't ideal about it because unfortunately the power switch doesn't have the option to play a sound when it turns on and off. However, as long as you have a lot of flip dots together it usually sounds like you're hearing them all flip on and off, so it's better than nothing. (Maybe it plays a sound when it turns on but not when it turns off? I don't remember.)