Ubuntu binds this key combination to Switch Workspace. Starting from Ubuntu 18.04, you need to use the command line to change the shortcut (source), because the Ubuntu Keyboard Settings GUI might not show this option. To remove the offending shortcuts completely, allowing IntelliJ to use them, these commands worked for me:
gsettings set org.gnome.desktop.wm.keybindings switch-to-workspace-left "[]"
gsettings set org.gnome.desktop.wm.keybindings switch-to-workspace-right "[]"
If you ever want to restore the shortcuts, use:
gsettings reset org.gnome.desktop.wm.keybindings switch-to-workspace-left
gsettings reset org.gnome.desktop.wm.keybindings switch-to-workspace-right
Default keymap
In addition, your IntelliJ installation might be set to the the default for GNOME keymap instead of the one you’re used to. This maps the Navigate – Forward and Navigate – Backward shortcuts to Ctrl + Alt + Windows Key + Left/Right. Under File > Settings > Keymap, you can either modify the key combination for just those shortcuts, or switch to the default keymap entirely.