Every pixel has a covariance with every other pixel, so sliding though the rows of the covariance matrix generates as many faces on the right as there are pixels in a photograph of a face. However the pixels that strongly co-vary will produce very similar right side "face" pictures. To get a sense of how many different behaviours there are one would look for eigenvectors of this covariance matrix. And then 10 or so static eigenvectors of the covariance matrix (eigenfaces [1]) would be much more informative than thousands of animated faces displayed in the example.
Some times a big interactive visualisation can be a sign of not having a concrete goal or not knowing how to properly summarise. After all that's the purpose of a figure - to highlight insights, not to look for ways to display the entire dataset. And pictures that try to display the whole dataset end up shifting the job of exploratory analysis to a visual space and leave it for somebody else.
Thou of course there are exceptions.