I wish i could do that with the loadscreen for games!
There is an indirect hacky way to swap such animated/background from the corresponding (C6..RF..GS) "Movies" folder(s) -- with anything you'd care to use instead of defaults.
Example;
1) Path for the bk2 files of Gathering Storm == (YourDrive):\Steam\steamapps\common\Sid Meier's Civilization VI\DLC\Expansion2\platforms\windows\Movies
2) Target Movie file of menu backdrop ==
Expansion2FrontEndBackground.bk2
3) Make a copy of that default file (i just rename it with two underlines prefix..
__)
4) Find your preferable swap Movie (as a unique COPY) & give it the same name as #2 above.
5) Move that custom file into the #1 path.
Make sure the replacer has the same format/size as the original.
You can test this method with
TUT_OUTRO.bk2 .. which can be found in the
Base\..\Movies folder.
Although if Firaxis updates/patches the Civ6 core installation, that will rewrite the default Movie(s) from anywhere. You then gotta check again & repeat the process of swapping.
PS; If you meant those "Leaders" intros with Audio comments.. sadly, it is MUCH more complex to alter as it involves many custom engine fixes & other resources to "swap" too.