Hi @Sumanth Bhaskaran ,
At the document library level, we could go to Library settings>Advanced settings>Open in the client application:
If you want to enable this at site collection level, please go to Site information>View all site settings>Site Collection features> activate the feature as shown below:
Then make sure that the document library settings point to the client:
Unlike Microsoft Office documents, they are still seeking a solution to open pdf files in the client (Adobe) by default.
Please refer to this user voice:
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