Comparing the "blade" enemy from Space Blaster, which is a 16 frame animation, it comes out:
144kb PNGCrushed as 16 separate files after export
126kb as a single sprite sheet
So that's a saving of about 12% in filesize. I agree there is a saving to be had, but while we're really stretched for time over loads of important features that don't yet exist at all, I'm not prepared to spend time on this for an "invisible" improvement while there are much-missed features like families. So maybe this can be done some time in future.