That's honestly not so "weird" at all. There are TONS of examples of objects and substances having that kind of behavior in nature. If I crash my car into something, the metal "remembers" what happened to it. If I run electricity through an inductor, the magnetic field "remembers" that electricity was being run through that space and doesn't just disappear the moment the electricity is turned off. Momentum is the same thing. Humans remember what happened to them because consciousness records everything that happens to us. What prevents gravity from being something similar? Gravity itself may mean exactly the same thing as space having a kind of memory and operating fundamentally by the law of cause and effect. Things may seem weird only in the absence of such a clear principle.