Hello,
The idea with movies is indeed to store only the changes from previous frames. This allows movie playing without reading too much data. That's not completely true because there are also key frames (usually every 10s) that contain a full image.
However considering the 3000x2000 JPEG compressed RGB images (even if you only use a part of it), it means around 650KB of data per image according to some pictures I have (note that it depends on which picture you choose and it may be heavier...), and almost 8MB for the 1920x1080 RGBA texture loaded in VRAM. If you want to have 60 images per second, that's around 40MB to read from disk each second, and ~500MB to upload in VRAM each second.
Depending on your hard disk read speed, and considering you also have to take in account image loading, uploading to VRAM, screen synchronization and other processes that want to use the hard disk, you may not reach the image rate you wish. That'd probably be much easier with a SSD. If your screen vertical synchronization rate is 60Hz and if you don't want to see half loaded images, you should understand that you have to perform the whole image process in less than 16ms. Parallelization can help at this but here come the headaches too.
As a comparison, a 24 FPS movie with a 1920x1080 resolution needs about 1.5MB of data per second. Even with 60 FPS and a higher resolution you can see it's really much lighter than with independent images.