I assume u are not talking about the client side Gravity Error xD.
From all the things I heard from eAthena, Gravity did not send out any legal threat to private server directly. However, other local license holders such as LevelUpGames (Philiphine? Brazil?) and GameFliers (China/Taiwan?) were reported to have sent out DMCA to private servers with owner (or hosted?) from their licensed countries. I think at one point GameFliers went as far as getting the police involved and hunt down a home-hosted private server. The hoster was arrested right on the spot.
However, there could always be the case where private server send out fake DMCA to competitors to see who would chicken out and close their servers. So it's hard to say if any of them are real.
Might want to bring up stories of major servers got closed with rumor of "closed by gravity" hanging around it. Can't think of any at the moment.