Get the ndjson data from the URL, use paste to concatenate the lines into a single line with commas, wrap it in square brackets to make it a valid JSON array, and then use jq to group the reviews by their review_source.
curl -s "https://raw.githubusercontent.com/ankit-lilly/testdata/f978a3ab71174e6e85beb56e1eaaffa7495cd4db/alexa.json" | paste -sd "," - | awk 'BEGIN {print "["} {print $0} END {print "]"}' | jq '
reduce .[] as $i (
{};
.[$i.review_source] += [$i]