A fantastic option in ArcGIS Pro 2.1 is to export Map Series to PDF and collate all maps in the series to a single PDF or to Multiple PDF with the file name either the Page Number or Page Name.
Hoooray for this!
See Export Options for ArcGIS Pro.
However this is only for PDF.
I would like to see this option for all formats such as jpg, gif, wmf, eps, png, etc. so that the map series can be driven better with PYTHON and incorporated into other software for reporting and web display other than PDF.
This has been marked by Kory Kramer as a Duplicate of Data driven pages should have more export file type options. Please up vote that idea and add your comments that this is applicable to Map Series in ArcGIS Pro.