When you load the loading gif through a URL, it is usually cached, so you only have to download it once. After that, it will be served from the cache. Another option is to use a base64 source. While this may not require an additional HTTP request, it results in a larger file size (though I don't believe the larger size affects speed compared to another HTTP request).
In my experience, using base64 images is ideal for displaying a loading icon immediately, especially if the icon is small. However, if immediate display is not necessary, I recommend preloading the image via URL with JavaScript and relying on the cached version.
For your scenario, if you opt for base64, you can utilize:
that.submitButtonSelector.css('background-image', 'url(data:image/gif;base64,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)');
body:after {
content: url(data:image/gif;base64,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)
}