Many of the Pythonista-specific modules are written in C (or Objective-C) and compiled, so you can't see the source code for them. To find out if that's the case, import and look at the module in the Python console:
>>> import console
<module 'console' (built-in)>
The "built-in" part means that the module is compiled and not written in Python.
Some modules (like scene) are actually made of two modules: the main module is written in Python, and it imports a second module that is compiled. For example, you can see the location of the scene module's Python code:
>>> import scene
<module 'scene' from '/var/containers/Bundle/Application/.../Pythonista3.app/Frameworks/Py3Kit.framework/pylib/site-packages/scene.py'>
However if you look into the scene.py file, you can see that it imports a _scene2 module, which is compiled:
>>> import _scene2
<module '_scene2' (built-in)>
That means you can read the parts of the scene module that are written in Python (scene), but not those that are compiled (_scene2).