Well, I understand, that PDF needs to be downloaded to read it, at least so far. Anyway, it looks like there was an option to read PDFs in Office Online? (https://docs.microsoft.com/en-us/microsoft-365/cloud-storage-partner-program/faq/pdf-support)
Since PDF is a very common file format, it would be great to be able, to read them online - without the hassle of downloading these files and the disadvantage of the possibility to forget to delete such a file on a "public accessible" device.