That's perfectly possible with the GIF image file format. In fact, changing the frame size is one of the ways to optimize the file size of a given GIF file, usually by reducing subsequent frames to contain only the changed parts and combine these with the previous frame.
An application may choose to only allow frames of the same size, of course. For one, this simplifies the user interface because it doesn't need controls to allow the user to position any frames smaller than the resulting image.
For example, the following image is a GIF animation created with 11 full-sized frames, each of them 100x100 pixels. It has a file size of about 2.5 KB.
When optimized to contain smaller frames - all of the white squares as 10x10 pixels instead of the 100x100 pixels of the previous image - then the file size goes down to 512 bytes. Your (billable) data transfer for this image has just been reduced by a factor of 5.
The service you are using to create the images may be using such optimizations. To check this, load one of the resulting files into an image editor (for example GIMP) and check the frame sizes there.