I've done a presentation in Keynote. On the first screen I included a few links to different slides. I tested them in Keynote and they're working, however when I export to PDF they're simply not there anymore.
Note that used Export to > PDF and not print as PDF and I also looked in the export settings and saw nothing related to links..
I had the same problem. I put the link to a slide on items that were grouped together. If I ungrouped the items (I had text inside a circle) and just selected the text and added the link to that, then when I exported to PDF the links worked.
I had a similar problem running on Keynote 6.6.2 with links to websites not working when exported to PDF. The above answer worked: you have to ungroup assets in Keynote for the links to work in PDF.
I used keyboard shortcuts to do about 30 in 20 minutes time:
• Click grouped/linked asset: press ⌘ K to open Hyperlink option
• Cut the link from the URL bar with ⌘ K • Press Enter to leave the command
• The group should still be selected; ungroup with ⌘OptionShiftG keyboard shortcut
• The ungrouped assets should be individual now; with them still selected do the Hyperlink shortcut again: ⌘ K
• Press the down arrow to select webpage to link to, vs the slide number (in my case, or select whichever you were linking to) press enter to select.
• Finally, press ⌘ V to paste in the previous linked URL.
• Re-export as PDF from the File>Export option. Every link should work now :)
Ta da! You just flew through the whole thing with the power of keyboard shortcuts!
Another useful way is to create a shape with 0% opacity and place on top of the objects that you want to link.
I did this because I wanted to have a broader area, not just the text or circle.
