Some of today's browsers make use of their own in-built PDF viewer. These are not all that capable in their support of PDF (as per the ISO Standard for PDF - ISO 32000).
Always ensure the browser used lets you establish Reader or Acrobat as the PDF viewer. Alternatively download the PDFs to the local machine and then open 'em using Reader or Acrobat.
Thanks for the tip. Yes, I'd noted that Chrome (for example) uses its own internal PDF renderer (not Adobe's) and with this none of the links work. But in the case with this system all the clients have been using a corporate desktop build with IE9 and Acrobat Reader XI. I'm unable to re-create the issue personally. For me, all link types work and I've tried several IE/Acrobat Reader combinations.
I'm just wondering if it's worth programmatically switching all the links to use the 'Open File' action which does appear to be available in current Acrobat Pro. This would require a bit of effort - but going on the assumption that if I cannot create new links of type 'b' in Acrobat Pro - it's not actively supported or maintained in both Pro and Browser. I just can't find anything in Adobe's support material to confirm that.