Series is not an official metadata

, so many devices/apps don't even try.
Embed Metadata tool (add it to the
menubar ) causes Calibre to insert all CALIBRE metadata into the book.
Some device plugins will support (eg Kobo extended) series if configures.
Some (eg Kindle) can be tricked by using the
Metadata Plugboard to cram info into know fields on transfer (does not affect the Library copy)