If your job has a private Maven repository, it stores it in $WORKSPACE/.repository.
If you enable "Clean Workspace Before Each Build" then the private repository will be blown away before every build.
This may be intended behavior for some, but I would imagine for many, this it not what they would prefer.

I would like to clean the workspace, but keep the previous state of my private Maven repository, to speed up the build.

Please add an additional item to keep the private respository if it exists, and if this is enabled, do not wipe out this directory when cleaning the workspace before each build.