Hyperlinks and Searchable PDFs
When you open a pdf, hyperlinks within the pdf don't work. Additionally, you can't search within the PDF (No Ctrl-F either). PDFs that are a few hundred pages long is far too long to scroll through to find a section that can be found in seconds using a desktop PDF application.
As said by Pat Rutherford, and using a link in pdf to e.g. play a video pointed to by the link as well as open web pages or jump to different parts of the document