First of all, make sure you download sources from the Android SDK for the purpose that you use in your project.
Now in IntelliJ, in the Project Structure section (CMD +;) => Modules => Dependencies, you should see "Maven: com.google.android:androidrige.1.1.4", as well as "Android XX Platform (java version ...) " Select "Android XX" and click the up arrow at the bottom to move it up so that it is at the top.
You should now be working with an SDK that includes sources
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