A game I downloaded after following the Megathread activated Windows Defender. Most searches in the reddit showed that it was a False Positive but I checked in Virus Total just in case and found this. The website was RePack-Games (I read the note but I didn't find the game on the Goat sites), the game was Dynasty Warriors 8. I'd like to ask what my next course of action is here. The game also wouldn't load after the cutscene when u select a character.
It is possible to run code directly inside PDF files, as can be seen with Doom or Linux running inside a PDF file https://github.com/ading2210/linuxpdf
In addition to that can PDF files prepared to trigger security weaknesses and exploits in PDF readers (often Acrobat Reader), to act as an attack vector and run malicious code.
So no, PDF are not safe by design.