Due to the way the Kobo driver works, you have to reattach the device after all the content has been added to the Aura for the Series info to be transferred to it.
Do make sure that Metadata Management is set to automatic.
For additional ideas on book management see
Quick Guide to Shelf Management with calibre 0.9.1 & above (Touch / Glo / Mini /Aura) for what I feel is useful approach.