I just don't get why peops link pdf files here.
Make sure you know what your doing when opening them, they can contain executables.
Maybe the pdf that was linked contained no exe?
Additionally, I suppose people reading these pages would know what to do when the system asks them if it's OK to execute stuff they just downloaded without knowing.
(No flame intended.)
More the point, their opsec is good enough that it doesnt matter if the computer they use to browse the web is compromised.