Steps to reproduce:
Create a Page A and add an anchor link (e.g: #top) to this page
Create Page B, include Page A in Page B using include page macro.
Insert an anchor macro on top of Page B and name the the anchor as top. Save the page
Export only Page B
Open the exported PDF file, click on the anchor link
The link leads to a place in the exported file
The link leads to a Confluence page (a browser is opened upon clicking)