Animation with JPG vs Animation with PNG? To Sprite or not to sprite

I have a 3D project but there are a couple of 2D animations. These animation are only a few frames. I originally had them as several JPGs on quads, with the animator flipping them on and off. I have been looking at making them into a sprite animation. But I need some transparency, so they have to be PNG. The PNG are maybe 3-4x the size of the JPG. For the 27 frames its not really a big deal to add to the extra Download, BUT I also have a video that is like 130 frames. I made it my self and could render it out to png and add the transparency, then make a sprite too.

The bottom line question is, what am I saving myself by doing all this extra work and adding to the DL size?