You have setup kicad to download footprint data directly from github on demand (github plugin)
If you are behind a proxy or if you have no internet connection, this will not work.
Because for v4 the libs are split between many repos, it would be too much work to directly download the libs from github. But luckily you can download the libs packaged directly from: http://downloads.kicad-pcb.org/libraries/
In the future this will be easier via the new official lib download page. https://kicad.github.io/ Or on the kicad.org site (currently down)
If you are not behind a proxy you can also follow this tutorial: https://github.com/bobc/kicad-doc/wiki/How-to-install-local-Footprint-libraries
It is anyways a better idea to run local libs. (And because the old repos will no longer receive updates anyways there is no reason to keep them setup to be downloaded on demand.)