I have found a workaround that currently works for Confluence Cloud although I can't guarantee it as the devs could break this at any time.
First, go to the file information for the PDF you want to link to. All mine are Attachments in pages so I go to the page and select "Attachments" from the ellipsis (...) menu in the top right.
Select Properties on the PDF file you want to link. There should be a "New Content Type" field which says "application/pdf". Change this to "application/x-pdf" and save the changes.
Back on the Attachments page, clicking the link will now open the PDF in your browser's PDF viewer instead of prompting to download it. Changing the Content Type like this changes how Confluence serves the PDF file.
Now right click the link to the PDF file and copy it to your clipboard. It should be of the form https://mysite.atlassian.net/wiki/download/attachments/123456789/MyPdfDocument.pdf?api=v2
Go to the page where you want the link, and edit it. Insert a "Web Link", add a title, and paste the copied link as the destination. On the end of the destination, add "#page=" and the target page number to the end, so the link now looks like https://mysite.atlassian.net/wiki/download/attachments/123456789/MyPdfDocument.pdf?api=v2#page=6
Now, when you click the link, the PDF file will open in your browser's PDF viewer, and your browser should go to the correct page in the document. Not all browsers have PDF viewers, and not all of them support the #page= feature, so Your Mileage May Vary.
Note that you can still use the "View" button in the Attachments view to use the Confluence PDF viewer, and you can right-click the Download link and use "Save File As..." to download it, so no functionality is lost.
Hope this helps
@Gebben Matthias I agree