This has to do with a VPN and a company certificate.
To fix
Download
http://www.keystore-explorer.org/
OPEN THE CA CERTIFICATES KEYSTORE
Examine → Examine SSL → SSL Host = global.repo.jmix.io
“Import”.
This was for the default JRE
But gradle uses a second JRE with its own cacerts in the JDK
so I clicked on open existing cacerts and
imported the certificates there too
This avoids having to put a proxy.
And it finally worked !