With Okular 17.12 (https://packages.debian.org/unstable/okular) Save file https://orgmode.org/org.pdf Open it with Okular: links are clickable. Make a rectangle annotation (F6). Links are still clickable. Save (C-s): links are not clickable any longer. If you close and reopen, links are clickable again. (Considering I have to save for like every annotation I make, due to some other Okular issue, that I don't want to develop here; the above issue is quite not so handy.) System is IMO, regular up to date, debian sid. Of course, since my version isn't the latest, the issue might have already been dealt with.
(In reply to Chris from comment #0) Pressing F5, makes links clickable again; More convenient than closing and reopening.
Duplicate of https://bugs.kde.org/show_bug.cgi?id=397373 Fixed, so. Sorry for the noise ;)
*** This bug has been marked as a duplicate of bug 397373 ***