BUG: to_json(lines=True) does not add a trailing newline
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
df = pd.DataFrame({'AAA': [4, 5, 6, 7],
                   'BBB': [10, 20, 30, 40],
                   'CCC': [100, 50, -30, -50]})
df.to_json('foo.jsonl', orient='records', lines=True)                                       
open('foo.jsonl').read()                                                                    
```
output (Notice - no newline after the last line):
```
'{"AAA":4,"BBB":10,"CCC":100}\n{"AAA":5,"BBB":20,"CCC":50}\n{"AAA":6,"BBB":30,"CCC":-30}\n{"AAA":7,"BBB":40,"CCC":-50}'
```

#### Problem description

When outputting JSON lines, i.e. `lines=True`, every record should end with a newline, including the last record. Otherwise, files cannot be concatenated, the number of records will be counted incorrectly by `wc -l`, etc.

#### Expected Output

There should be a newline at the end, i.e.:
```
'{"AAA":4,"BBB":10,"CCC":100}\n{"AAA":5,"BBB":20,"CCC":50}\n{"AAA":6,"BBB":30,"CCC":-30}\n{"AAA":7,"BBB":40,"CCC":-50}\n'
```

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit           : d9fff2792bf16178d4e450fe7384244e50635733
python           : 3.7.7.final.0
python-bits      : 64
OS               : Linux
OS-release       : 3.10.0-1127.19.1.el7.x86_64
Version          : #1 SMP Tue Aug 11 19:12:04 EDT 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.0
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.2
setuptools       : 49.6.0.post20200814
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : 3.2.1
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.17.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : 0.8.0
fastparquet      : 0.4.1
gcsfs            : None
matplotlib       : 3.3.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.15.1
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : 1.5.2
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
numba            : 0.50.1

</details>
