Hi,
I've found the issue and the solution after 5 hours later!
The problem is if you have no previous mendix studio pro downloaded or deleted all studio pros before download and setup the 10.8.1 versiyon. "C:\Program Files\Mendix\gradle-7.6.3" file cannot be created somehow.
You can also check if "Edit > Preferences > Deployment > Gradle Directory " empty.
Firstly, I tried to download from Gradle web site and create that file myself. But in the mean time, I tried to download previous latest version 10.7.0. And abra kadabra, the file and dependencies comes with setup. I write the file path to gradle directory in 10.8.1 version. That is the solution for my case. I hope that would also works for you.
I just created a new Blank App in Mendix 10.8.1 on Windows and I don't have any problems.
Are you running on Windows or MacOS?