Thanks. Your link to a discussion doesn't seem to work. Yes, I suspected it must a bug. I'm in touch with Adobe who say:
Thank you for contacting Adobe Technical Support.
I understand that buttons are missing in PDF file which are converted from InDesign.
The issue seems like the buttons are corrupted while converting to PDF.
Please try recreating the button and check if it helps.
I request you to contact us back via Live Chat using the below link so that we can check and help you further.
Strange that they don't seem to have any knowledge of the problem if this is a known bug in CS6. This is not a minor bug, it makes the whole bookmark/button function of InDesign useless!
Thanks again for you help.
Thanks. Same conclusion I came to.
I have found a work-around but its not pretty.
Save document to .idml
Open in CS4
Export as PDF
I tried CS5.5 but it creates a new problem, it moves things around!
Lesson learned: do NOT trash you previous versions of CS, you can run multiple versions and come back when you hit a bug.
I hope this can help someone.