BUG: Series.to_json produces incorrect json format
- [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
>>> 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>
