When I open the link in Preview mode (see screenprint above), I get the PDF in Acrobat Reader. When closing Acrobat Reader the two panes (Preview and Edit) of the same document are still in the mode they were before clicking the PDF-link.
Guess we’ll have to wait to test this in Windows too, but this indicates (if the codebases of Windows and MacOSX are the same) that this should work…