Fear not! Everything worked correctly. However, to be able to view your plan markups, hyperlinks and annotations, you will need to open the exported PDF in Adobe Reader (due to how the file is generated, you will not be able to open the file properly with a browser viewer).
If you want to print or share the exported PDF with someone else, we suggest while in Adobe Reader you "Save As" the doc with a new name. This allows Adobe to make the file readable.