I've definitely included a library and then seen (otherlibrary).(library you included) as an option in autocomplete, fairly often. Happens a lot with utility-level things like okhttp.
I can't find the okhttp case you reference, but retrofit has a bunch of extra adapter artifacts that add an external library as a transient dependency to your project.
The code for the binding classes lives in retrofit.adapter.{guava|rxjava|…} [0] but the respective library still lives in its usual package. [1]
If that weren't the case you could A) not manually provide a minor version via your dependencies block in your build script and B) would have interop problems between libraries and between a library and your code as the same interface copied to a different packages is not the same interface for Java.