Hi Philipp Greben
Welcome to the Microsoft Community
Understand your problem, you want the PDF file to automatically jump to the specified application when you open it directly
Change the default app settings.
Open your phone's “Settings”.
Find “Apps and Notifications” (some phones may show “App Management” or similar).
Select “Default Apps”. (The process may vary from phone to phone, so you can try searching for the default app directly in the settings.)
See if you can set a default PDF reader app (such as Xodo or Office 365).
Contact me if you need anything else.
Best wishes
Merek.Z - MSFT | Microsoft Community Support Specialist