Could you tell us what CMS and player versions are you using?
Presumably those missing media files are no longer in the CMS?
but were there previously and were scheduled to this player as a part of that layout (or other layouts)?
Basically, it may take few cache clears and those files to be no longer required for some time for them to be deleted from the 'Media inventory' page, but I don't think it will try to download any of them if they are no longer required.
Of course if those files are no longer on the layout then they should not be on the requiredFiles list and therefore the player itself will say that it is up to date with everything - I don't think that should have any negative impact on the current layout playback or are there any issues?