This is an edge case. I assume you are using one of the Card layouts.
RedGif posts are considered "video posts" by Lemmy however they are a bit more complex to process by the app. The app is configured to not generate thumbnails for them and Lemmy doesn't generate thumbnails for them either.
Card layouts are designed to showcase graphics (images/gifs). When content doesn't have a thumbnail it defaults to not showing anything. This is why you have to tap into them to see the video.
The easiest solution is to use a different layout. You can try the full layout, compact layout or list layout or any of the equivalent card layouts. Summit allows you to set a specific layout for a community so if you'd like you can use card layout for your regular feed and only use the other layout for your RedGif feed(s).
As for getting rid of the NSFW warning, there are several ways to accomplish this. The easiest is just turning them off entirely in Settings > Post feed > Blue NSFW posts. You can also turn on "Do not blue NSFW posts within a NSFW community". This is a good middle ground where NSFW content is shown only when you are in a NSFW feed.