Ofcourse they are. Majority of that stuff isn't executable, or if it is, it relies on exploits of viewers, so by using something else you are probably safe.

Also, there are sandboxes if you are unsure and you can convert to safer formats.

Anyway, I yet have to meet somebody that was fucked up this way, I guess there are numerious easier options.

Its way more probably that your country will hunt you, if you live in that lame country in which case VPN is a thing :)

Adobe Acrobat (Reader) opens PDFs from download locations in “Protected View” by default, which disables potentially dangerous dynamic features, and also by default opens all PDFs in a “Protected Mode” sandbox which restricts otherwise possible system access. You want to make sure that those are active. I believe that’s on Windows only, not sure what the implications are on other systems.

Without those restrictions, PDFs can execute embedded JavaScript on open, which can access and execute local files.