Not really.
People hear that stars are a very long way away and that the light that reaches us from them is also very old, but they don’t really have a sense of scale about how far and how long those distances and times are.
The most distant exo-planet discovered is 17,000 light years away.
Most that we have found are much closer.
The time delay when observing exo planets varies from as far back as us starting to figure out agriculture in earnest to hording toilet paper while isolating from covid-19.
The shortest lived stars are very rare blue super giants which last for 10 million years.
Our own sun is 5 billion years old and will last for maybe 9 or 10 more billion years.
Red dwarfs, which are the most common type of star can last for trillions of years.
So yes, in theory it is possible that some of the planets that we have found have been long gone, but only in the same way that a toddler without object permanence fearing that their parents have ceased to exist while they are briefly out of view is partially justified in their fears.
Planets and star last a long time and a few years or centuries or even millennia lag while observing them does not matter much.
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