We do not support media attachment pages in our PDF exports and we likely will not be doing so; they are not part of the document structure so it’s not clear where they would go in the PDF. Does this make sense?
Thanks a lot for your quick and helpful response Ned. In my opinion, it would make sense to make the pdf link to the web attachment page, just like in the EPUB export. My feeling is that if the resource that the link is pointing at is not part of the PDF document structure, then the pdf should link to the URL.
Another way of stating my preference is: in the PDF, if the link points at something that is part of the document structure, modify the link so it becomes internal. But if the link points at something that is not part of the document structure, then leave the link as is.