This puzzles me. Good question, and you guessed the answer yourself. Forces, whether electromagnetic or gravitational, are NOT transmitted instantaneously. Otherwise the very important concept of causality would be violated. And I would hate to hear the sound of broken glass before I dropped the bottle.
Physicists think that there are force carriers for all forces.
In the case of the gravitational force scientists believe that there must be a similar force-carrying particle called the graviton. No one has seen it yet, and no one will see it any time soon, if it exists. Physicists hope, however, to detect gravitational waves. There are several experiments under way around the world. For example, LIGO is the name of one of those experiments located in the United States.