You'll also have to add the artifacts containing the native libraries, for the desktop
<dependency>
<groupId>com.badlogicgames.gdx</groupId>
<artifactId>gdx-box2d-platform</artifactId>
<classifier>natives-desktop</classifier>
<version>${gdx.version}</version>
<scope>compile</scope>
</dependency>
You have to include the same dependency for Android and iOS, using a different classifier (natives-x86, natives-armebi, natives-armeabiv7, natives-ios)