I think that's a problem that should be tackled on the Ren'Py side with regards to image animation handling. I think the solution would just be to use a single sprite map and use the game engine to animate the pieces themselves, instead of exporting frame by frame.
What if it were possible to make a Odin Sphere or Muramasa or Grim Grimoire or Dragon's Crown animations in visual novel sequences? That could be really cool. I therefore humbly request the creator/maintainer of Ren'Py to at least look into the feasibility of enabling compatibility with the following:
http://www.kickstarter.com/projects/539087245/spriter
Spriter game animations won't be tied to a specific development tool. Spriter saves to a fully open XML based format we call SCML, which is an acronym for Spriter Character Markup Language. Our intention is to get Spriter animation supported on every major game authoring tool. So far, we have a feature complete Scirra Construct Classic plugin in beta for creating DirectX 9 games with Spriter. Work has begun by third parties on Unity and Torque2d support for Spriter animations, which means soon Spriter animated characters could be possible on PC, Mac, PS3, XBOX360, Wii, Android, iOS, and Flash.
Anything that can read XML and display images in different positions, can support Spriter animation. With the early version of the plugin we're developing for Scirra's amazing HTML5 game creator Construct 2, we've actually managed to load and animate a Spriter character in a standard HTML5/javascript webpage, this is without using any special plugins - just a stock browser. We are also pursuing support on GameMaker, MMF2, DarkBasic, and other popular game engines.