You should keep a backup copy of the library you are installing as a dependency, but you shouldn't really worry about it ahead of the time that much.
It is quite rare, but it could get removed due to many reasons. There have been such instances in other cases where someone responsible for managing some package has just decided to remove it or alter it.
This does not just apply to Gradle but to any such dependency your application depends on, from any hosted package management solution. This same advice therefore applies to systems like NPM as well.
What you should ask yourself at some point in the development would be "Can I build this in 5 years again to fix a bug on a fresh machine with all the data I have and probably still have access to in 5 years?", because your local dependency cache might be long gone at that point anyways and the downloads for the library might be gone from the internet as well. It is a good practice to tuck them away somewhere in the same repository as the rest of the code, just in case.