There are several ways to generated animated GIF output with SAS, and most modern approaches would use SGPlot for this. However, given that you already have the "frames" as PNG files, I think you can accomplish it by specifying the GSFNAME option and simplify your ODS wrapper. In this example, the output would be in your home directory as output.gif.
BTW, use forward slashes (not backslash) in file paths in this environment. Forward slash almost always does the job in Windows or Unix SAS sessions, but backslash is good only on Windows.
filename gifout "&userdir/output.gif";
ods listing;
/* Use multiple PROC GSLIDE steps to read the PNG graphs */
/* on disk into SAS */
goptions gsfname=gifout gsfmode=replace; /* For the first graph, gsfmode=replace */
proc gslide anno=my_anno1x des=''; run; quit;
goptions gsfname=gifout gsfmode=append; /* For the rest of the images */
proc gslide anno=my_anno2x des=''; run; quit;
proc gslide anno=my_anno3x des=''; run; quit;
proc gslide anno=my_anno4x des=''; run; quit;
proc gslide anno=my_anno5x des=''; run; quit;
ods listing close;