This can be rigorously proved by induction (which may or may not be intuitive to you).
I assume the result is clear for $n=3$, i.e. the triangle (let me know if it's not). For $n \geq 4$, let $l_1 \leq \cdots \leq l_{n-1} \leq l_n$ denote the sequence of lengths. Now let
$$
\epsilon = \frac{1}{2}\min_j\left\{\sum_{i=1}^n l_i - 2l_j, l_1 \right\},
$$
and note $\epsilon > 0$ as it is a minimum of positive numbers (where positivity comes from the assumption on the $l_i$'s). Consider the sequence $a_1 = l_1 + l_2 - \epsilon, a_2=l_3, \cdots, a_{n-1}=l_n$; note $a_1 = l_1 + l_2 - \epsilon > l_2 > 0$. Thus we have a collection of $n-1$ lengths. Moreover, every sum of $n - 2$ of these is greater than the remaining length. Indeed, if $a_1$ is in the sum, we have
$$
\sum_{\substack{1 \leq i \leq n - 1 \\ i \neq j}}a_i
= \sum_{i = 1}^{n-1} a_i - a_i
= \sum_{i = 1}^n l_i - l_{j+1} - \epsilon
> l_{j+1} = a_{j}
$$
because $\epsilon < \sum_{i=1}^n l_i - 2l_{j+1}$. For the remaining sum, first note $l_1 + l_2 \leq \sum_{i=3}^{n} l_i$; indeed, because $n \geq 4$ we have $l_1 \leq l_3$ and $l_2 \leq l_4$. Now we may compute
$$
\sum_{i=2}^{n-1}a_i
= \sum_{i=3}^n l_i \geq l_1 + l_2 > l_1 + l_2 - \epsilon = a_1
$$
Hence by induction we see that $a_1, a_2, \cdots, a_{n-1}$ are the side lengths of some polygon. Finally, note $l_1, l_2, l_1 + l_2 - \epsilon$ are the side lengths of a triangle (verify at your leisure). Thus we may attach the triangle with these side lengths (identifying the sides of length $l_1 + l_2 - \epsilon$) to our newly-constructed polygon to obtain a polygon with side lengths $l_1, l_2, \cdots, l_n$ and complete the proof!