While working with PDF files in Adobe, you may wish to open them from or save them directly to a SharePoint library. However, only certain versions of Adobe will allow you to save to SharePoint Online.
Enabling the 'Open in the client application' option in SharePoint libraries only applies to Microsoft products (i.e. Word, Excel, etc.), not Adobe.
To set up a connection between Adobe Acrobat and SharePoint Online:
Once you have completed these steps, your shortcut will be saved. You can create multiple shortcuts.
Once you have completed the steps above to set up and connect accounts to SharePoint, you can work with pdfs directly in Adobe Acrobat.
To open files:
To save a pdf directly to SharePoint
The article below provides more information on this topic: