General relativity says a gravitational field is the warping of space by a mass (frequently imagined as a rubber sheet 2D analogy). Ripples in the sheet are gravitational waves, and travel at c. Remove the Sun and the gravitational well it ceases to create will only propagate out at c, to the effect will only reach the orbit of Pluto up to 7 hours later.
On the other hand, quantum gravity would have that the force of gravity is mediated by graviton particles, and they also have a flight time. I have much greater difficulty comprehending quantum forces, at least one can imagine the equivalent of a rubber sheet.
Just as the wave/particle "duality" of photons can be explained as different mathematical simplifications of the same underlying physics not properly understood (the wave version provides useful results in some situations, the particle model serves better in others), I anticipate that gravitational fields and gravitons will similarly eventually resolve as alternative solutions of the same underlying physics.
However, "common sense" would lead one to expect that if the "string" holding a body in orbit were suddenly let go, the body would instantly resume a straight line trajectory in accordance with Newton's First Law.