Your question was about detecting which tile was collided. That does not have anything to do with whether you're animating the tile's texture or not.
You may be misunderstanding how TileMap works. The tiles of a TileMap are not Sprites. You can use Sprites as helpers when you make your TileSet, but when you convert to TileSet, it only contains texture and collider information. This data is then used by the TileMap to batch drawing and collision. That is why, as in the above example, the collision detects the TileMap as a whole.
As for animation, TileMap does not support animated tiles. You can work around this using shaders or AnimationPlayer to modify the TileSet textures at runtime, but this can be a cumbersome process (I have a tutorial on this as well). Note: animated tiles will be supported in the upcoming 3.1 release.