I am afraid that this is not possible on JIRA Cloud. See this feature request for more details
https://jira.atlassian.com/browse/JRACLOUD-41489
I think you might try a Marketplace add-on called Automated Release Notes
Not possible in Jira Cloud, unfortunately.
There are apps that help you to solve the problem, maybe even better than the built-in feature. Better PDF Exporter is definitely a viable option.
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