I actually think that might be a reason to leave. It gets you a chance to learn and grow. Life is so full of goodbyes and missing people. It's a real growth experience to learn how to handle that early.
Most people think gym makes kids grow up faster and here is proof. I'd consider it a challenge and take it head on. I wouldn't say this if you were 8, but you're 15. In 3 years your life will be full of overwhelming change. You can handle change one of 3 ways: logically, emotionally, or in denial. This post is an emotional one. Above you talked about going back to the gym later which imo is denial because the other poster already explained why this gym will likely close that door. Other posts have been more logical about why the change would be good.
Nobody can make the decision but you and your parents, but imo at least exercise the option of evaluation at other gyms to see what they say. Then talk it out with your parents and try to keep emotions out of it as best as possible. This is a chance for you to have a trial run at making a grown up decision without the grown up consequences. And I sincerely believe that if you don't see what else is out there then you'll always wonder and maybe even kick yourself after gymnastics is over because you will wonder what you might have been able to do.
Now if you go and it doesn't feel right, at least you know. Just don't stay complacent out of fear. That is not how you want to live your life. I promise that you don't want that.