The Create Hyperlink functionality in Epic inserts PIs to effect the
hyperlinking, not actual tags. If you use FOSI for creating your PDF, that
is why your PDF does not contain the links. Native support for creating PDF
links from these PIs does not appear to exist in Epic. I do not think that
FOSI is very good at handling PIs. However, since I have never tried to
create an e-i-c for a PI, I am not sure about this. If you use XSL-FO, you
might be able to write a template for the PIs to link the two.
You would be better off using a tag from your DTD, making sure that
you declare it in your ATD or DCF file. This would automatically make the
PDF links for you when composing PDF.