GRB 190114C was a bright burst that occurred in the local Universe (z=0.425). It was the first gamma-ray burst (GRB) ever detected at TeV energies, thanks to MAGIC. We characterize the ambient medium properties of the host galaxy through the study of the absorbing X-ray column density. Joining Swift, XMM-Newton, and NuSTAR observations, we find that the GRB X-ray spectrum is characterized by a high column density that is well in excess of the expected Milky Way value and decreases, by a factor of ~2, around ~$10^5$ s. Such a variability is not common in GRBs. The most straightforward interpretation of the variability in terms of photoionization of the ambient medium is not able to account for the decrease at such late times, when the source flux is less intense. Instead, we interpret the decrease as due to a clumped absorber, denser along the line of sight and surrounded by lower-density gas. After the detection at TeV energies of GRB 190114C, two other GRBs were promptly detected. They share a high value of the intrinsic column density and there are hints for a decrease of the column density, too. We speculate that a high local column density might be a common ingredient for TeV-detected GRBs.