The 'View Exported File' link does not work when a spatial map series is exported to PDF using the options, 'Multiple PDF files (page number as suffix)' or 'Multiple PDF files (page named as suffix)' in ArcGIS Pro.
This is addressed in ArcGIS Pro 2.7. When multiple files are created, rather than 'View Exported File', the link displays 'View Folder' which opens to the folder the files are saved to.