Is there a particular GIF that's giving you trouble?
Normally, the frames of an animated GIF should load into the States panel. Each state has its own Layers panel content, etc.
It's not when I open the animated gifs directly in Fireworks but when I'm in Dreamweaver CS6 and click the EDIT button, which opens the file as a GIF in Fireworks, but the GIF. is flattened.
That's perplexing. I haven't used Dreamweaver in a while. Even though Fireworks is listed in Preferences as my primary image editor, I'm seeing Photoshop on the Edit button, at least with an animated GIF on the page. If I ctrl-click on the image, I can choose to edit it in Fireworks, in which case it opens normally, with all the states preserved.