storybook: Getting "Cannot use import statement outside a module" with MDX files running with Jest

Describe the bug When I add MDX documentation files into my Storybook and run Storyshots with Jest I’m getting SyntaxError: Cannot use import statement outside a module for each of loaded MDX.

Expected behavior Console should be without errors

Code snippets

console.warn
    Unexpected error: SyntaxError: Cannot use import statement outside a module

      at Object.warn (node_modules/@storybook/client-logger/dist/index.js:53:73)
      at node_modules/@storybook/core/dist/client/preview/loadCsf.js:110:34
          at Array.forEach (<anonymous>)
      at node_modules/@storybook/core/dist/client/preview/loadCsf.js:103:20
          at Array.forEach (<anonymous>)
      at node_modules/@storybook/core/dist/client/preview/loadCsf.js:102:12
      at ConfigApi.configure (node_modules/@storybook/client-api/dist/config_api.js:27:7)

//jest.config.js

module.exports = {
  roots: ['./src'],
  setupFilesAfterEnv: ['./jest.setup.ts'],
  moduleFileExtensions: ['js', 'ts', 'tsx', 'json'],
  testPathIgnorePatterns: ['node_modules/'],
  transform: {
    '^.+\\.tsx?$': 'ts-jest',
    '^.+\\.mdx?$': '@storybook/addon-docs/jest-transform-mdx',
  },
  testMatch: ['./**/*.(test).(ts|tsx)'],
  moduleNameMapper: {
    '\\.(jpg|jpeg|png|gif|eot|otf|webp|svg|ttf|woff|woff2|mp4|webm|wav|mp3|m4a|aac|oga)$':
      'identity-obj-proxy',
  },
};

// main.ts

module.exports = {
  stories: ['../src/**/*.stories.@(tsx|jsx|mdx)'],
  addons: ['@storybook/addon-actions', '@storybook/addon-docs'],
  typescript: {
    check: false,
    checkOptions: {},
    reactDocgen: 'react-docgen-typescript',
    reactDocgenTypescriptOptions: {
      shouldExtractLiteralValuesFromEnum: true,
      propFilter: (prop) => (prop.parent ? !/node_modules/.test(prop.parent.fileName) : true),
    },
  },
};

//storyshots/jest.config.js

/* eslint-disable @typescript-eslint/no-var-requires */
const path = require('path');
const { mergeRight } = require('ramda');
const globalJestConfig = require('../jest.config');
/* eslint-enable */

const storyshotsJestConfig = {
  rootDir: path.join(__dirname, '..'),
  roots: ['./storyshots'],
  testMatch: ['./**/storyshots.runner.ts'],
};

module.exports = mergeRight(globalJestConfig, storyshotsJestConfig);

// storyshots/storyshots.runner.ts
import path from 'path';
import initStoryshots from '@storybook/addon-storyshots';
import { imageSnapshot } from '@storybook/addon-storyshots-puppeteer';

const pathToStorybookStatic = path.join(__dirname, '../storybook-static');

const beforeScreenshot = () => {
  return new Promise(
    (resolve) =>
      setTimeout(() => {
        resolve();
      }, 1000), // sometimes text doesn't render in time, so we wait one second for each image
  );
};

initStoryshots({
  suite: 'Image snapshots',
  storyNameRegex: /^((?!.*?DontTest).)*$/,
  framework: 'react',
  configPath: path.join(__dirname, '../.storybook'),
  test: imageSnapshot({
    beforeScreenshot,
    storybookUrl:
      process.env.CI === 'true'
        ? `file://${pathToStorybookStatic}`
        : `http://host.docker.internal:6006`,
    getMatchOptions: () => ({
      failureThreshold: 0.0,
      failureThresholdType: 'percent',
    }),
  }),
});

System:

System:
    OS: macOS 10.15.4
    CPU: (12) x64 Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz
  Binaries:
    Node: 12.13.1 - ~/.nvm/versions/node/v12.13.1/bin/node
    Yarn: 1.22.4 - /usr/local/bin/yarn
    npm: 6.14.5 - ~/Documents/PROJECTS/ambrosia-design-system/node_modules/.bin/npm
  Browsers:
    Chrome: 83.0.4103.116
    Safari: 13.1
  npmPackages:
    @storybook/addon-actions: ^6.0.0-beta.36 => 6.0.0-beta.37 
    @storybook/addon-docs: ^6.0.0-beta.36 => 6.0.0-beta.37 
    @storybook/addon-storyshots: ^6.0.0-beta.36 => 6.0.0-beta.37 
    @storybook/addon-storyshots-puppeteer: ^6.0.0-beta.36 => 6.0.0-beta.37 
    @storybook/react: ^6.0.0-beta.36 => 6.0.0-beta.37 
    @storybook/theming: ^6.0.0-beta.36 => 6.0.0-beta.37