Hi @skafendre and welcome!
The CMS doesn’t support LFS with GitLab at the moment.
LFS support is available when using Large Media on Netlify with a git-gateway backend, or when using a Bitbucket backend (contributed by the community).
You can either submit a feature request or even take a look at the recent Bitbucket contribution Add Git-LFS support to the Bitbucket backend by erezrokah · Pull Request #3118 · netlify/netlify-cms · GitHub if you’d like to contribute yourself.