To reproduce from scratch:
1. Open attached "ProjectWithAds" project (Ads package are already installed and enabled)
2. Export Android project
3. Include into project created by Android Studio and try to build

To reproduce with attached projects:
1. Open "NativeAndroidApp" Android Studio project (Unity exported project and Android Studio projects already linked)
2. Try to build

Result - Android Studio build fails, complaining about ADS module - "Could not find :unity-ads:. Required by:project :app > project :unityLibrary"

Reproducible with - 2019.3.0a3, 2019.3.0a2

Notes:
1. Reproducible with ADS 2.0.8 and 3.1.1 package versions
2. Build and Run directly from Unity works fine

Fixed by adding extra step to documentation - https://forum.unity.com/threads/integration-unity-as-a-library-in-native-android-app.685240/