InDesign treats a placed PDF as a graphic. InDesign cannot read "inside" the graphic to see any hyperlinks, just as it cannot edit the copy of a PDF. It is a flat file which can only be displayed, printed, or exported.
What about if you place one Indesign document inside another indesign document? Are the hyperlinks supposed to remain hot?
Nope. The InDesign file placed in an InDesign file is also treated as a graphic. Hyperlinks no longer active.