We use Gravatar who supposedly support transparency (as of 2008) so this is either:
- A pure GIMP problem,
- A GIMP+Gravatar problem, or
- A Gravatar issue.
I suspect your GIMP export settings are the most likely problem. You're either doing something wrong or you've knocked one of the wrong things. Can you upload the image as part of your post? (edit it, add an image and upload it to imgur)
If you're sure there's nothing squiffy there, I would suggest another application or an online image processor to double-check the GIFfiness of the input before blaming Gravatar. If this works, you've found a bizarre quirk between what GIMP produces and what Gravatar accepts. You should report this as a bug to Gravatar and maybe also GIMP.
If you've tried another application and you've managed to process it online with other tools and it still doesn't work in Gravatar, then it's time to talk to Gravatar.