Well, I tried it in Acrobat Reader X and it doesn't work there for me. It also doesn't work in PDF-XChange, Foxit, Sumatra, Edge, Firefox. I tried doing CAM export to PDF with both "Link Net Names" enabled and disabled. What version of Adobe Reader it works for you in?
I'm using Adobe Acrobat Reader DC, 2015 Release, Version 2015.017.20050 and Adobe Acrobat 8 Professional version 8.1.0 and both operate the same.
The circuit diagram is output via CAM/Plot and Device PDF. When you open the resultant PDF and hover the mouse near the page link you should see the pointer change from an arrow to a hand when you hover near the attribute for the netname on the page link and click then Adobe Acrobat jumps to the other page link.
Ah, now I see what's happening: you seem to actually click on the <Net Name> attribute, not on the <Page Link> one. Indeed that works (when "Link Net Names" is enabled in PDF output options). So my original request seems to be still valid (i.e. making <Page Link> interactive in PDF output). The thing is that I use page link symbol with <Page Link> attribute only (i.e. no <Net Name> attribute on the page link symbol).