PDFs are a potential source of malware. Consequently, different browsers (e.g. Chrome, Firefox, Safari), readers (Adobe Reader), operating systems (Mac, iOS, Windows), and virus software handle them differently in order to manage the risk. For many, the links don’t work if they click on the link in the PDF while viewing the website. However, the links almost always work if you download the PDF and open it with Adobe.
For additional information, see our Tech Support Page on this topic.