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Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.
Code Sample, a copy-pastable example
>>> import pandas as pd
>>> ser = pd.Series([1, 2, 3, 4])
>>> ser.to_json()
'{"0":1,"1":2,"2":3,"3":4}'
>>> ser.to_json(orient='records', lines=True)
'1\n2\n3\n4'
#### Problem description
When passing `orient=records` and `lines=True` with `Series.to_json`, the result is not in a valid json format.
#### Expected Output
This doesn't appear to be a valid json, which would break when other json readers are trying to retrieve the data from the file.
#### Output of ``pd.show_versions()``
<details>
INSTALLED VERSIONS
------------------
commit : db08276bc116c438d3fdee492026f8223584c477
python : 3.7.3.final.0
python-bits : 64
OS : Darwin
OS-release : 19.6.0
Version : Darwin Kernel Version 19.6.0: Mon Aug 31 22:12:52 PDT 2020; root:xnu-6153.141.2~1/RELEASE_X86_64
machine : x86_64
processor : i386
byteorder : little
LC_ALL : None
LANG : None
LOCALE : en_US.UTF-8
pandas : 1.1.3
numpy : 1.19.2
pytz : 2020.1
dateutil : 2.8.1
pip : 20.2.3
setuptools : 50.3.0
Cython : None
pytest : None
hypothesis : 5.29.0
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 2.11.2
IPython : None
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : None
fastparquet : None
gcsfs : None
matplotlib : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : 1.0.1
pytables : None
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
numba : None
</details>