I found a workaround which can achieve the same thing from the other forum post.
Simply go to Settings -> Plugin, enable Open in default app. After you click on the .pdf link in Markdown file, Obsidian will still open the .pdf in its own PDF viewer. However, when you click on More Options 
on the top right hand corner, you will see a new Open in default app option which you can open the .pdf in Preview.
https://forum.obsidian.md/t/reveal-note-in-os-finder-explorer/2574/17