As far as I know, Grails dependency management changed a bit ago - they switched from Ivy to Maven by default, some Grails repositories seem to have been moved / turned off, etc. (see http://grails.imtqy.com/grails-howtos/en/migrateToTheNewCentralRepository.html )
NetBeans seems to be unaware of these changes and therefore does not support the use of Maven in Grails.
You can still manually add the desired library by copying the .jar file to the lib directory of your Grails application (you may need to run "clean" in NetBeans). It worked for me.
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