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That is caused by the dynamical relationship between curvature and matter-energy famously given by Einstein's equation. Einstein supposed that this dynamical relationship was obeyed in Nature, and very many experiments support the conclusion that he was correct to suppose it. Due to all of this supporting evidence, we say that the deformity caused by mass entering a regions goes away when the mass leaves the region. This comes from the fact that dynamical systems are reversible (up to rounding error.)
