It is probably going to be easier to just generate the JSON file and then convert it to JSONL format. As long as the individual lines generated by PROC JSON are not too long it is a pretty simple DATA step to read and convert them.

filename json temp;
filename jsonl temp;

proc json out=json nosastags pretty;
export sashelp.class(obs=5);
run;
data _null_;
infile json truncover;
file jsonl;
input line $32767.;
if line in ('[',']') then return;
if line in ('}','},') then put '}';
else put line @;
run;