My current theory is that the Tumblr god is a spiteful god who does not care to make such things for us easy to deal with for mere mortals.
In all seriousness though, most languages support some kind of mechanism to interpret file types on redirects, and if not most languages also support detecting image type / catching image load failures, so it shouldn't be TOO much of a problem.
What I do is store a "default" image of my own creation, and if the avatar image fails to load for any reason (network connection, or default image being a GIF) I simply load my default image. (which is a jpeg). ...although I guess you didn't really ask how
to deal with it, just why it is...
Sent from my phone, pleasure excuse the brevity.