Are you running this from the source repo directly? Try the following steps:
Step 1: Build the distro (skipping unnecessary tasks)
# From the root folder
./gradlew :gobblin-distribution:assemble -x javadoc -x test -x findbugsMain -x checkstyleMain -x rat
This should give you the distribution tarball under
build/gobblin-distribution/distributions/
ls build/gobblin-distribution/distributions/
apache-gobblin-incubating-bin-0.15.0.tar.gz apache-gobblin-incubating-bin-0.15.0.tar.gz.sha512
Step 2: Copy distro to a clean area and unzip it
# from the source repo root
mkdir <my-gobblin-work-directory>
cd <my-gobblin-work-directory>
tar -xzf ../build/gobblin-distribution/distributions/apache-gobblin-incubating-bin-0.15.0.tar.gz
This should give you a gobblin-dist folder
Step 3: Run the cli command
./gobblin-dist/bin/gobblin cli run