When I right click on a function and then select "Go to definition" there shows up a module with that function, but it only shows the parameters which have to be passed to it, and I can't see anything about the body of the function.
Here is what's shown when I went to the definition of itertools.dropwhile:

As mentioned in the comments, VSCode can only show you source code it has access to, and many of the Python builtins and stdlib (including the
itertoolsmodule) are implemented in compiled C -- there's no source code to show you.